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most citedPath Integral Method for Proportional Step and Proportional Double-Barrier Step Option Pricing

1 citations · 2 across the 3 of their papers we have counts for

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q-fin.PR2023

Path Integral Method for Pricing Proportional Step Double-Barrier Option with Time Dependent Parameters

Qi Chen, Chao Guo

Path integral method in quantum mechanics provides a new thinking for barrier option pricing. For proportional double-barrier step (PDBS) options, the option price changing process…