Implied Volatility from Local Volatility: A Path Integral Approach

Large Deviations and Asymptotic Methods in Finance - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-319-11605-1_9 ◽

2015 ◽

pp. 247-271 ◽

Cited By ~ 1

Author(s):

Tai-Ho Wang ◽

Jim Gatheral

Keyword(s):

Path Integral ◽

Implied Volatility ◽

Integral Approach ◽

Local Volatility ◽

Path Integral Approach

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Implied Volatility from Local Volatility: A Path Integral Approach

SSRN Electronic Journal ◽

10.2139/ssrn.2457618 ◽

2014 ◽

Cited By ~ 1

Author(s):

Tai-Ho Wang ◽

Jim Gatheral

Keyword(s):

Path Integral ◽

Implied Volatility ◽

Integral Approach ◽

Local Volatility ◽

Path Integral Approach

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Characterizing magnetic resonance signal decay due to gaussian diffusion: The path integral approach and a convenient computational method

Concepts in Magnetic Resonance Part A ◽

10.1002/cmr.a.21354 ◽

2015 ◽

Vol 44 (4) ◽

pp. 203-213 ◽

Cited By ~ 5

Author(s):

Evren Özarslan ◽

Carl-Fredrik Westin ◽

Thomas H. Mareci

Keyword(s):

Magnetic Resonance ◽

Path Integral ◽

Computational Method ◽

Integral Approach ◽

Magnetic Resonance Signal ◽

Resonance Signal ◽

Path Integral Approach ◽

Signal Decay

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Variational path-integral approach to current and efficiency with quantum correction

Physics Letters A ◽

10.1016/s0375-9601(98)00601-x ◽

1998 ◽

Vol 247 (6) ◽

pp. 380-384 ◽

Cited By ~ 2

Author(s):

Jing-Dong Bao

Keyword(s):

Path Integral ◽

Quantum Correction ◽

Integral Approach ◽

Path Integral Approach

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Behavior of Bianchi type I spacetime by path integral approach in LQC

Physical Review D ◽

10.1103/physrevd.85.124002 ◽

2012 ◽

Vol 85 (12) ◽

Cited By ~ 8

Author(s):

Kazuya Fujio ◽

Toshifumi Futamase

Keyword(s):

Path Integral ◽

Bianchi Type ◽

Integral Approach ◽

Type I ◽

Bianchi Type I ◽

Path Integral Approach

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The Path Integral Approach for the Nuclear Collective Motion

Physica Scripta ◽

10.1088/0031-8949/27/2/003 ◽

1983 ◽

Vol 27 (2) ◽

pp. 72-76 ◽

Cited By ~ 4

Author(s):

D Galetti ◽

S S Mizrahi ◽

B M Pimentel

Keyword(s):

Path Integral ◽

Collective Motion ◽

Integral Approach ◽

Path Integral Approach

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Path Integral Approach to Semiclassical Bound State for Many-Fermion Systems: Harmonic Approximation around Static H-F Solutions

Progress of Theoretical Physics ◽

10.1143/ptp.70.888 ◽

1983 ◽

Vol 70 (3) ◽

pp. 888-891

Author(s):

H. Kuratsuji

Keyword(s):

Path Integral ◽

Harmonic Approximation ◽

Bound State ◽

Integral Approach ◽

Path Integral Approach ◽

Fermion Systems

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SU(1,1) coherent-state dynamics: A path-integral approach

Physical Review A ◽

10.1103/physreva.39.971 ◽

1989 ◽

Vol 39 (3) ◽

pp. 971-975 ◽

Cited By ~ 21

Author(s):

Christopher C. Gerry

Keyword(s):

Coherent State ◽

Path Integral ◽

Integral Approach ◽

Path Integral Approach

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A Path-Integral Approach to CMB

The Cosmic Microwave Background - Astrophysics and Space Science Proceedings ◽

10.1007/978-3-319-44769-8_12 ◽

2016 ◽

pp. 343-357

Author(s):

Paulo H. Reimberg

Keyword(s):

Path Integral ◽

Integral Approach ◽

Path Integral Approach

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The vibrational structure of the OH radical in solid argon: A transfer-matrix path-integral approach

International Journal of Quantum Chemistry ◽

10.1002/qua.20589 ◽

2005 ◽

Vol 103 (5) ◽

pp. 610-616 ◽

Cited By ~ 1

Author(s):

B. J. Costa Cabral

Keyword(s):

Transfer Matrix ◽

Path Integral ◽

Vibrational Structure ◽

Integral Approach ◽

Oh Radical ◽

Path Integral Approach ◽

Solid Argon

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Feynman Path Integral Approach to Resonant Tunneling

Resonant Tunneling in Semiconductors - NATO ASI Series ◽

10.1007/978-1-4615-3846-2_27 ◽

1991 ◽

pp. 285-295 ◽

Cited By ~ 1

Author(s):

Y. Zohta ◽

K. Nakamura ◽

H. Ezawa

Keyword(s):

Path Integral ◽

Resonant Tunneling ◽

Integral Approach ◽

Feynman Path Integral ◽

Feynman Path ◽

Path Integral Approach

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