A quantum field theory term structure model applied to hedging

10.1142/S0219024903001980

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Bibliographic Details
Main Authors:	Baaquie, B.E., Srikant, M., Warachka, M.C.
Other Authors:	PHYSICS
Format:	Article
Published:	2014
Subjects:	Bond Portfolio Field Theory Model Hedging Variance Minimization
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/95674
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-95674
record_format	dspace
spelling	sg-nus-scholar.10635-956742015-02-07T12:30:57Z A quantum field theory term structure model applied to hedging Baaquie, B.E. Srikant, M. Warachka, M.C. PHYSICS Bond Portfolio Field Theory Model Hedging Variance Minimization 10.1142/S0219024903001980 International Journal of Theoretical and Applied Finance 6 5 443-467 2014-10-16T09:14:29Z 2014-10-16T09:14:29Z 2003-08 Article Baaquie, B.E.,Srikant, M.,Warachka, M.C. (2003-08). A quantum field theory term structure model applied to hedging. International Journal of Theoretical and Applied Finance 6 (5) : 443-467. ScholarBank@NUS Repository. <a href="https://doi.org/10.1142/S0219024903001980" target="_blank">https://doi.org/10.1142/S0219024903001980</a> 02190249 http://scholarbank.nus.edu.sg/handle/10635/95674 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Bond Portfolio Field Theory Model Hedging Variance Minimization
spellingShingle	Bond Portfolio Field Theory Model Hedging Variance Minimization Baaquie, B.E. Srikant, M. Warachka, M.C. A quantum field theory term structure model applied to hedging
description	10.1142/S0219024903001980
author2	PHYSICS
author_facet	PHYSICS Baaquie, B.E. Srikant, M. Warachka, M.C.
format	Article
author	Baaquie, B.E. Srikant, M. Warachka, M.C.
author_sort	Baaquie, B.E.
title	A quantum field theory term structure model applied to hedging
title_short	A quantum field theory term structure model applied to hedging
title_full	A quantum field theory term structure model applied to hedging
title_fullStr	A quantum field theory term structure model applied to hedging
title_full_unstemmed	A quantum field theory term structure model applied to hedging
title_sort	quantum field theory term structure model applied to hedging
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/95674
_version_	1681091521087012864

A quantum field theory term structure model applied to hedging

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