Hamiltonian and potentials in derivative pricing models: Exact results and lattice simulations
10.1016/j.physa.2003.10.080
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2014
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sg-nus-scholar.10635-967622023-10-30T08:18:05Z Hamiltonian and potentials in derivative pricing models: Exact results and lattice simulations Baaquie, B.E. Corianò, C. Srikant, M. PHYSICS 10.1016/j.physa.2003.10.080 Physica A: Statistical Mechanics and its Applications 334 3-4 531-557 PHYAD 2014-10-16T09:27:15Z 2014-10-16T09:27:15Z 2004-03-15 Article Baaquie, B.E., Corianò, C., Srikant, M. (2004-03-15). Hamiltonian and potentials in derivative pricing models: Exact results and lattice simulations. Physica A: Statistical Mechanics and its Applications 334 (3-4) : 531-557. ScholarBank@NUS Repository. https://doi.org/10.1016/j.physa.2003.10.080 03784371 http://scholarbank.nus.edu.sg/handle/10635/96762 000189094800014 Scopus |
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Asia |
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Singapore Singapore |
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| description |
10.1016/j.physa.2003.10.080 |
| author2 |
PHYSICS |
| author_facet |
PHYSICS Baaquie, B.E. Corianò, C. Srikant, M. |
| format |
Article |
| author |
Baaquie, B.E. Corianò, C. Srikant, M. |
| spellingShingle |
Baaquie, B.E. Corianò, C. Srikant, M. Hamiltonian and potentials in derivative pricing models: Exact results and lattice simulations |
| author_sort |
Baaquie, B.E. |
| title |
Hamiltonian and potentials in derivative pricing models: Exact results and lattice simulations |
| title_short |
Hamiltonian and potentials in derivative pricing models: Exact results and lattice simulations |
| title_full |
Hamiltonian and potentials in derivative pricing models: Exact results and lattice simulations |
| title_fullStr |
Hamiltonian and potentials in derivative pricing models: Exact results and lattice simulations |
| title_full_unstemmed |
Hamiltonian and potentials in derivative pricing models: Exact results and lattice simulations |
| title_sort |
hamiltonian and potentials in derivative pricing models: exact results and lattice simulations |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/96762 |
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1781786532891328512 |