Price of coupon bond options in a quantum field theory of forward interest rates

10.1016/j.physa.2006.04.021

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Bibliographic Details
Main Author:	Baaquie, B.E.
Other Authors:	PHYSICS
Format:	Article
Published:	2014
Subjects:	Coupon bond option Forward interest rates Quantum field theory
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/97605
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-97605
record_format	dspace
spelling	sg-nus-scholar.10635-976052024-11-09T10:33:58Z Price of coupon bond options in a quantum field theory of forward interest rates Baaquie, B.E. PHYSICS Coupon bond option Forward interest rates Quantum field theory 10.1016/j.physa.2006.04.021 Physica A: Statistical Mechanics and its Applications 370 1 98-103 PHYAD 2014-10-16T09:37:14Z 2014-10-16T09:37:14Z 2006-10-01 Article Baaquie, B.E. (2006-10-01). Price of coupon bond options in a quantum field theory of forward interest rates. Physica A: Statistical Mechanics and its Applications 370 (1) : 98-103. ScholarBank@NUS Repository. https://doi.org/10.1016/j.physa.2006.04.021 03784371 http://scholarbank.nus.edu.sg/handle/10635/97605 000240477600019 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Coupon bond option Forward interest rates Quantum field theory
spellingShingle	Coupon bond option Forward interest rates Quantum field theory Baaquie, B.E. Price of coupon bond options in a quantum field theory of forward interest rates
description	10.1016/j.physa.2006.04.021
author2	PHYSICS
author_facet	PHYSICS Baaquie, B.E.
format	Article
author	Baaquie, B.E.
author_sort	Baaquie, B.E.
title	Price of coupon bond options in a quantum field theory of forward interest rates
title_short	Price of coupon bond options in a quantum field theory of forward interest rates
title_full	Price of coupon bond options in a quantum field theory of forward interest rates
title_fullStr	Price of coupon bond options in a quantum field theory of forward interest rates
title_full_unstemmed	Price of coupon bond options in a quantum field theory of forward interest rates
title_sort	price of coupon bond options in a quantum field theory of forward interest rates
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/97605
_version_	1821193711616262144

Price of coupon bond options in a quantum field theory of forward interest rates

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