Quantum finance Hamiltonian for coupon bond European and barrier options
10.1103/PhysRevE.77.036106
Saved in:
Main Author: | Baaquie, B.E. |
---|---|
Other Authors: | PHYSICS |
Format: | Article |
Published: |
2014
|
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/97679 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
Simulation of coupon bond European and barrier options in quantum finance
by: Baaquie, B.E., et al.
Published: (2014) -
Pricing American options for interest rate caps and coupon bonds in quantum finance
by: Baaquie, B.E., et al.
Published: (2014) -
Feynman perturbation expansion for the price of coupon bond options and swaptions in quantum finance. I. Theory
by: Baaquie, B.E.
Published: (2014) -
Feynman perturbation expansion for the price of coupon bond options and swaptions in quantum finance. II. Empirical
by: Baaquie, B.E., et al.
Published: (2014) -
Price of coupon bond options in a quantum field theory of forward interest rates
by: Baaquie, B.E.
Published: (2014)