Pricing American options for interest rate caps and coupon bonds in quantum finance

Pricing American options for interest rate caps and coupon bonds in quantum finance

10.1016/j.physa.2007.02.054

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Bibliographic Details
Main Authors: Baaquie, B.E., Liang, C.
Other Authors: PHYSICS
Format: Article
Published: 2014
Subjects:
American option
Cap and coupon bond option
Quantum finance
Online Access:http://scholarbank.nus.edu.sg/handle/10635/97606
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Institution: National University of Singapore
Description
Summary:10.1016/j.physa.2007.02.054

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