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

10.1016/j.physa.2007.02.054

Saved in:

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
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

id	sg-nus-scholar.10635-97606
record_format	dspace
spelling	sg-nus-scholar.10635-976062023-10-29T23:08:32Z Pricing American options for interest rate caps and coupon bonds in quantum finance Baaquie, B.E. Liang, C. PHYSICS American option Cap and coupon bond option Quantum finance 10.1016/j.physa.2007.02.054 Physica A: Statistical Mechanics and its Applications 381 1-2 285-316 PHYAD 2014-10-16T09:37:14Z 2014-10-16T09:37:14Z 2007-07-15 Article Baaquie, B.E., Liang, C. (2007-07-15). Pricing American options for interest rate caps and coupon bonds in quantum finance. Physica A: Statistical Mechanics and its Applications 381 (1-2) : 285-316. ScholarBank@NUS Repository. https://doi.org/10.1016/j.physa.2007.02.054 03784371 http://scholarbank.nus.edu.sg/handle/10635/97606 000247700900025 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	American option Cap and coupon bond option Quantum finance
spellingShingle	American option Cap and coupon bond option Quantum finance Baaquie, B.E. Liang, C. Pricing American options for interest rate caps and coupon bonds in quantum finance
description	10.1016/j.physa.2007.02.054
author2	PHYSICS
author_facet	PHYSICS Baaquie, B.E. Liang, C.
format	Article
author	Baaquie, B.E. Liang, C.
author_sort	Baaquie, B.E.
title	Pricing American options for interest rate caps and coupon bonds in quantum finance
title_short	Pricing American options for interest rate caps and coupon bonds in quantum finance
title_full	Pricing American options for interest rate caps and coupon bonds in quantum finance
title_fullStr	Pricing American options for interest rate caps and coupon bonds in quantum finance
title_full_unstemmed	Pricing American options for interest rate caps and coupon bonds in quantum finance
title_sort	pricing american options for interest rate caps and coupon bonds in quantum finance
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/97606
_version_	1781786702865498112

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

Similar Items