High-resolution path-integral development of financial options - Ingber, Lester (Physica A, 2000)
Keywords: Eurodollar; Optimization; Options; Path integral; Statistical mechanics; Volatility; 89.90.+n; Options; Volatility; 82.20.wt; Eurodollar; Path integral; 02.70.−c; 05.10.−a; Statistical mechanics; Optimization