Path-dependent, ESG-valued, option pricing in the Bachelier-Black-Scholes-Merton model - Bhathiya Divelgama, Nancy Asare Nyarko, W. Brent Lindquist, Svetlozar T. Rachev, Blessing Omotade

Path-dependent, ESG-valued, option pricing in the Bachelier-Black-Scholes-Merton model - Bhathiya Divelgama, Nancy Asare Nyarko, W. Brent Lindquist, Svetlozar T. Rachev, Blessing Omotade | Arena