A path integral approach to option pricing with stochastic volatility: Some exact results

by Baaquie, B.E.
Published 2014

Quantum field theory of treasury bonds

by Baaquie, B.E.
Published 2014

The Kac-moody and Virasoro commutation equations

by Baaquie, B.E.
Published 2014

(Supersymmetric) Kac-Moody gauge fields in 3+1 dimensions

by Baaquie, B.E.
Published 2014

Kac-Moody gauge fields and matter fields in d dimensions

by Baaquie, B.E.
Published 2014

Feynman perturbation expansion for the price of coupon bond options and swaptions in quantum finance. I. Theory

by Baaquie, B.E.
Published 2014

Financial modeling and quantum mathematics

by Baaquie, B.E.
Published 2014

Price of coupon bond options in a quantum field theory of forward interest rates

by Baaquie, B.E.
Published 2014

Path-integral derivation of the heat kernel on SU(N) space

by Baaquie, B.E.
Published 2014

Quantum field theory of forward rates with stochastic volatility

by Baaquie, B.E.
Published 2014

Quantum finance Hamiltonian for coupon bond European and barrier options

by Baaquie, B.E.
Published 2014

A common market measure for LIBOR and pricing caps, floors and swaps in a field theory of forward interest rates

by Baaquie, B.E.
Published 2014

Character functions of SU(3)

by Baaquie, B.E.
Published 2014

Statistical microeconomics

by Baaquie, B.E.
Published 2014

Interest rates in quantum finance: Caps, swaptions and bond options

by Baaquie, B.E.
Published 2014

Interest rates in quantum finance: The Wilson expansion and Hamiltonian

by Baaquie, B.E.
Published 2014

Action with acceleration I: Euclidean hamiltonian and path integral

by Baaquie, B.E.
Published 2014

Action with acceleration II: Euclidean hamiltonian and jordan blocks

by Baaquie, B.E.
Published 2014

Simulation of coupon bond European and barrier options in quantum finance

by Baaquie, B.E., Pan, T.
Published 2014

Microcanonical simulation of the four-dimensional SU(2) non-linear sigma model

by Baaquie, B.E., Bhanot, G.
Published 2014