Quantum field theory of forward rates with stochastic volatility
10.1103/PhysRevE.65.056122
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sg-nus-scholar.10635-976772023-10-30T08:19:51Z Quantum field theory of forward rates with stochastic volatility Baaquie, B.E. PHYSICS 10.1103/PhysRevE.65.056122 Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 65 5 056122/1-056122/14 PLEEE 2014-10-16T09:38:01Z 2014-10-16T09:38:01Z 2002-05 Article Baaquie, B.E. (2002-05). Quantum field theory of forward rates with stochastic volatility. Physical Review E - Statistical, Nonlinear, and Soft Matter Physics 65 (5) : 056122/1-056122/14. ScholarBank@NUS Repository. https://doi.org/10.1103/PhysRevE.65.056122 15393755 http://scholarbank.nus.edu.sg/handle/10635/97677 000176552500038 Scopus |
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National University of Singapore |
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NUS Library |
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Asia |
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Singapore Singapore |
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ScholarBank@NUS |
| description |
10.1103/PhysRevE.65.056122 |
| author2 |
PHYSICS |
| author_facet |
PHYSICS Baaquie, B.E. |
| format |
Article |
| author |
Baaquie, B.E. |
| spellingShingle |
Baaquie, B.E. Quantum field theory of forward rates with stochastic volatility |
| author_sort |
Baaquie, B.E. |
| title |
Quantum field theory of forward rates with stochastic volatility |
| title_short |
Quantum field theory of forward rates with stochastic volatility |
| title_full |
Quantum field theory of forward rates with stochastic volatility |
| title_fullStr |
Quantum field theory of forward rates with stochastic volatility |
| title_full_unstemmed |
Quantum field theory of forward rates with stochastic volatility |
| title_sort |
quantum field theory of forward rates with stochastic volatility |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/97677 |
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1781786718870962176 |