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

10.1016/j.physa.2009.09.031

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Bibliographic Details
Main Author:	Baaquie, B.E.
Other Authors:	PHYSICS
Format:	Article
Published:	2014
Subjects:	Derivatives Libor Quantum finance
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/96956
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-96956
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spelling	sg-nus-scholar.10635-969562023-10-30T22:48:29Z Interest rates in quantum finance: Caps, swaptions and bond options Baaquie, B.E. PHYSICS Derivatives Libor Quantum finance 10.1016/j.physa.2009.09.031 Physica A: Statistical Mechanics and its Applications 389 2 296-314 PHYAD 2014-10-16T09:29:36Z 2014-10-16T09:29:36Z 2010-01-15 Article Baaquie, B.E. (2010-01-15). Interest rates in quantum finance: Caps, swaptions and bond options. Physica A: Statistical Mechanics and its Applications 389 (2) : 296-314. ScholarBank@NUS Repository. https://doi.org/10.1016/j.physa.2009.09.031 03784371 http://scholarbank.nus.edu.sg/handle/10635/96956 000271844100012 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Derivatives Libor Quantum finance
spellingShingle	Derivatives Libor Quantum finance Baaquie, B.E. Interest rates in quantum finance: Caps, swaptions and bond options
description	10.1016/j.physa.2009.09.031
author2	PHYSICS
author_facet	PHYSICS Baaquie, B.E.
format	Article
author	Baaquie, B.E.
author_sort	Baaquie, B.E.
title	Interest rates in quantum finance: Caps, swaptions and bond options
title_short	Interest rates in quantum finance: Caps, swaptions and bond options
title_full	Interest rates in quantum finance: Caps, swaptions and bond options
title_fullStr	Interest rates in quantum finance: Caps, swaptions and bond options
title_full_unstemmed	Interest rates in quantum finance: Caps, swaptions and bond options
title_sort	interest rates in quantum finance: caps, swaptions and bond options
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/96956
_version_	1781786575181447168

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

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