Simulation of coupon bond European and barrier options in quantum finance
10.1016/j.physa.2010.08.046
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2014
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sg-nus-scholar.10635-979302023-10-26T20:53:46Z Simulation of coupon bond European and barrier options in quantum finance Baaquie, B.E. Pan, T. PHYSICS Barrier option Coupon bond option Monte Carlo simulation Quantum finance 10.1016/j.physa.2010.08.046 Physica A: Statistical Mechanics and its Applications 390 2 263-289 PHYAD 2014-10-16T09:41:01Z 2014-10-16T09:41:01Z 2010-01-15 Article Baaquie, B.E., Pan, T. (2010-01-15). Simulation of coupon bond European and barrier options in quantum finance. Physica A: Statistical Mechanics and its Applications 390 (2) : 263-289. ScholarBank@NUS Repository. https://doi.org/10.1016/j.physa.2010.08.046 03784371 http://scholarbank.nus.edu.sg/handle/10635/97930 000285655100015 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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NUS Library |
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ScholarBank@NUS |
| topic |
Barrier option Coupon bond option Monte Carlo simulation Quantum finance |
| spellingShingle |
Barrier option Coupon bond option Monte Carlo simulation Quantum finance Baaquie, B.E. Pan, T. Simulation of coupon bond European and barrier options in quantum finance |
| description |
10.1016/j.physa.2010.08.046 |
| author2 |
PHYSICS |
| author_facet |
PHYSICS Baaquie, B.E. Pan, T. |
| format |
Article |
| author |
Baaquie, B.E. Pan, T. |
| author_sort |
Baaquie, B.E. |
| title |
Simulation of coupon bond European and barrier options in quantum finance |
| title_short |
Simulation of coupon bond European and barrier options in quantum finance |
| title_full |
Simulation of coupon bond European and barrier options in quantum finance |
| title_fullStr |
Simulation of coupon bond European and barrier options in quantum finance |
| title_full_unstemmed |
Simulation of coupon bond European and barrier options in quantum finance |
| title_sort |
simulation of coupon bond european and barrier options in quantum finance |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/97930 |
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1781786771300810752 |