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Feng Ling, Ji Wan-Ni. Pricing of stochastic volatility stock index option based on Feynman path integralJ. Acta Physica Sinica, 2019, 68(20): 203101. DOI: 10.7498/aps.68.20190714
Citation: Feng Ling, Ji Wan-Ni. Pricing of stochastic volatility stock index option based on Feynman path integralJ. Acta Physica Sinica, 2019, 68(20): 203101. DOI: 10.7498/aps.68.20190714
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Pricing of stochastic volatility stock index option based on Feynman path integral

Acta Phys. Sin., 2019, 68(20): 203101.
DOI: 10.7498/aps.68.20190714
CSTR: 32037.14.aps.68.20190714
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