Researching | Pricing of stochastic volatility stock index option based on Feynman path integral

Acta Physica Sinica, Volume. 68, Issue 20, 203101-1(2019)

Pricing of stochastic volatility stock index option based on Feynman path integral

Ling Feng and Wan-Ni Ji^*

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References(35)

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Ling Feng, Wan-Ni Ji. Pricing of stochastic volatility stock index option based on Feynman path integral[J]. Acta Physica Sinica, 2019, 68(20): 203101-1

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Paper Information

Received: May. 10, 2019

Accepted: --

Published Online: Sep. 17, 2020

The Author Email:

DOI:10.7498/aps.68.20190714

Topics

Nuclear physics

Particles and fields

Particle and nuclear astrophysics and cosmology