UAI Home

FIC-UAI Publication Database

Home |  Show All |  Simple Search |  Advanced Search
Quick Search:
1-3 of 3 records found matching your query:
toggle visibility Search & Display Options
Select All    Deselect All << 1 >>
List View
 | 
Citations
 | 
Details
   print
  Author Title Year Publication Volume Pages Links
Bustamante, M.; Contreras, M. Multi-asset Black-Scholes model as a variable second class constrained dynamical system 2016 Physica A-Statistical Mechanics And Its Applications 457 540-572 details   pdf doi
Contreras, G.M. Stochastic volatility models at rho = +/- 1 as second class constrained Hamiltonian systems 2014 Physica A-Statistical Mechanics And Its Applications 405 289-302 details   pdf doi
Contreras, M.; Hojman, S.A. Option pricing, stochastic volatility, singular dynamics and constrained path integrals 2014 Physica A-Statistical Mechanics And Its Applications 393 391-403 details   pdf doi
Select All    Deselect All << 1 >>
List View
 | 
Citations
 | 
Details
   print
toggle visibility
Save Citations:
Export Records:
Home CQL Search  |  Library Search  |  Show Record  |  Extract Citations Help