Path Integrals for Drift-Diffusion Processes on Riemannian Manifolds with Applications to the Stochastic Volatility Options Pricing

Research output: Chapter in Book/Report/Conference proceeding › Article in an anthology

Original language	Undefined
Title of host publication	Proceedings of 2nd International Conference “Stochastic Modeling Techniques and Data Analysis” Chania, Crete, Greece, June 5-8, 2012, pp.87-94
State	Published - 2012
Externally published	Yes

ID: 4641593