Option volatility and the acceleration Lagrangian

10.1016/j.physa.2013.07.074

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Bibliographic Details
Main Authors: Baaquie, B.E., Cao, Y.
Other Authors: PHYSICS
Format: Article
Published: 2014
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/97466
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-974662023-10-26T09:07:00Z Option volatility and the acceleration Lagrangian Baaquie, B.E. Cao, Y. PHYSICS Lagrangian with acceleration Option Quantum finance 10.1016/j.physa.2013.07.074 Physica A: Statistical Mechanics and its Applications 393 337-363 PHYAD 2014-10-16T09:35:36Z 2014-10-16T09:35:36Z 2014-01-01 Article Baaquie, B.E., Cao, Y. (2014-01-01). Option volatility and the acceleration Lagrangian. Physica A: Statistical Mechanics and its Applications 393 : 337-363. ScholarBank@NUS Repository. https://doi.org/10.1016/j.physa.2013.07.074 03784371 http://scholarbank.nus.edu.sg/handle/10635/97466 000328179200030 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Lagrangian with acceleration
Option
Quantum finance
spellingShingle Lagrangian with acceleration
Option
Quantum finance
Baaquie, B.E.
Cao, Y.
Option volatility and the acceleration Lagrangian
description 10.1016/j.physa.2013.07.074
author2 PHYSICS
author_facet PHYSICS
Baaquie, B.E.
Cao, Y.
format Article
author Baaquie, B.E.
Cao, Y.
author_sort Baaquie, B.E.
title Option volatility and the acceleration Lagrangian
title_short Option volatility and the acceleration Lagrangian
title_full Option volatility and the acceleration Lagrangian
title_fullStr Option volatility and the acceleration Lagrangian
title_full_unstemmed Option volatility and the acceleration Lagrangian
title_sort option volatility and the acceleration lagrangian
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/97466
_version_ 1781786676565114880