Simulation of nonlinear interest rates in quantum finance: Libor Market Model

10.1016/j.physa.2011.08.021

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Main Authors:	Baaquie, B.E., Tang, P.
Other Authors:	PHYSICS
Format:	Article
Published:	2014
Subjects:	Caplet Coupon bond options Libor Market Model Monte Carlo simulation Quantum finance Swaptions
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/97931
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-97931
record_format	dspace
spelling	sg-nus-scholar.10635-979312023-10-26T09:01:08Z Simulation of nonlinear interest rates in quantum finance: Libor Market Model Baaquie, B.E. Tang, P. PHYSICS Caplet Coupon bond options Libor Market Model Monte Carlo simulation Quantum finance Swaptions 10.1016/j.physa.2011.08.021 Physica A: Statistical Mechanics and its Applications 391 4 1287-1308 PHYAD 2014-10-16T09:41:01Z 2014-10-16T09:41:01Z 2012-02-15 Article Baaquie, B.E., Tang, P. (2012-02-15). Simulation of nonlinear interest rates in quantum finance: Libor Market Model. Physica A: Statistical Mechanics and its Applications 391 (4) : 1287-1308. ScholarBank@NUS Repository. https://doi.org/10.1016/j.physa.2011.08.021 03784371 http://scholarbank.nus.edu.sg/handle/10635/97931 000300459700037 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Caplet Coupon bond options Libor Market Model Monte Carlo simulation Quantum finance Swaptions
spellingShingle	Caplet Coupon bond options Libor Market Model Monte Carlo simulation Quantum finance Swaptions Baaquie, B.E. Tang, P. Simulation of nonlinear interest rates in quantum finance: Libor Market Model
description	10.1016/j.physa.2011.08.021
author2	PHYSICS
author_facet	PHYSICS Baaquie, B.E. Tang, P.
format	Article
author	Baaquie, B.E. Tang, P.
author_sort	Baaquie, B.E.
title	Simulation of nonlinear interest rates in quantum finance: Libor Market Model
title_short	Simulation of nonlinear interest rates in quantum finance: Libor Market Model
title_full	Simulation of nonlinear interest rates in quantum finance: Libor Market Model
title_fullStr	Simulation of nonlinear interest rates in quantum finance: Libor Market Model
title_full_unstemmed	Simulation of nonlinear interest rates in quantum finance: Libor Market Model
title_sort	simulation of nonlinear interest rates in quantum finance: libor market model
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/97931
_version_	1781786771548274688

Simulation of nonlinear interest rates in quantum finance: Libor Market Model

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