This four-day mathematical physics conference takes place in Helsinki, September 3-6, 2024. It covers probabilistic and path integral methods in quantum and statistical field theory, highlighting in ...
On Friday I took the train up to London to learn about “the theory that nobody wanted”. That’s how Cambridge University’s Michael Green described string theory in his introduction to a lecture of the ...
Using the path-integral formalism, Ryan Parker, Mark Stedman and Luca Capriotti develop an accurate and easy-to-compute semi-analytical approximation for a general class of default intensity models.
The conference will be held at the University of Helsinki in the Main building. The entrance is at Fabianinkatu 33. (Do not use the entrance from Senate Square; this entrance is on the opposite side ...
In this paper I develop a new computational method for pricing path-dependent options. Using the path integral representation of the option price, I show that in general it is possible to perform ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results