Path integral for equities: Dynamic correlation and empirical analysis

10.1016/j.physa.2011.09.039

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Bibliographic Details
Main Authors:	Baaquie, B.E., Cao, Y., Lau, A., Tang, P.
Other Authors:	PHYSICS
Format:	Article
Published:	2014
Subjects:	Equity Higher derivative Lagrangian Quantum finance
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/97499
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Institution:	National University of Singapore

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spelling	sg-nus-scholar.10635-974992023-10-25T22:18:20Z Path integral for equities: Dynamic correlation and empirical analysis Baaquie, B.E. Cao, Y. Lau, A. Tang, P. PHYSICS Equity Higher derivative Lagrangian Quantum finance 10.1016/j.physa.2011.09.039 Physica A: Statistical Mechanics and its Applications 391 4 1408-1427 PHYAD 2014-10-16T09:35:59Z 2014-10-16T09:35:59Z 2012-02-15 Article Baaquie, B.E., Cao, Y., Lau, A., Tang, P. (2012-02-15). Path integral for equities: Dynamic correlation and empirical analysis. Physica A: Statistical Mechanics and its Applications 391 (4) : 1408-1427. ScholarBank@NUS Repository. https://doi.org/10.1016/j.physa.2011.09.039 03784371 http://scholarbank.nus.edu.sg/handle/10635/97499 000300459700047 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Equity Higher derivative Lagrangian Quantum finance
spellingShingle	Equity Higher derivative Lagrangian Quantum finance Baaquie, B.E. Cao, Y. Lau, A. Tang, P. Path integral for equities: Dynamic correlation and empirical analysis
description	10.1016/j.physa.2011.09.039
author2	PHYSICS
author_facet	PHYSICS Baaquie, B.E. Cao, Y. Lau, A. Tang, P.
format	Article
author	Baaquie, B.E. Cao, Y. Lau, A. Tang, P.
author_sort	Baaquie, B.E.
title	Path integral for equities: Dynamic correlation and empirical analysis
title_short	Path integral for equities: Dynamic correlation and empirical analysis
title_full	Path integral for equities: Dynamic correlation and empirical analysis
title_fullStr	Path integral for equities: Dynamic correlation and empirical analysis
title_full_unstemmed	Path integral for equities: Dynamic correlation and empirical analysis
title_sort	path integral for equities: dynamic correlation and empirical analysis
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/97499
_version_	1781786683828600832

Path integral for equities: Dynamic correlation and empirical analysis

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