Quantum field theory of forward rates with stochastic volatility
10.1103/PhysRevE.65.056122
Saved in:
Main Author: | Baaquie, B.E. |
---|---|
Other Authors: | PHYSICS |
Format: | Article |
Published: |
2014
|
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/97677 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Price of coupon bond options in a quantum field theory of forward interest rates
by: Baaquie, B.E.
Published: (2014) -
A common market measure for LIBOR and pricing caps, floors and swaps in a field theory of forward interest rates
by: Baaquie, B.E.
Published: (2014) -
Quantum field theory of treasury bonds
by: Baaquie, B.E.
Published: (2014) -
Finite hedging in field theory models of interest rates
by: Baaquie, B.E., et al.
Published: (2014) -
Comparison of field theory models of interest rates with market data
by: Baaquie, B.E., et al.
Published: (2014)