Gauge theory of finance?

International Journal of Modern Physics C

Volumn 9, Issue 3, 1998, Pages 505-508

  Sornette, Didier ^a,b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b INSTITUT NON LINÉAIRE DE NICE   (France)

Author keywords

Arbitrage; Black Scholes; Boltzmann; Finance; Gauge Theory; Log Normal Distribution; Random Walks

Indexed keywords

EID: 0032382264     PISSN: 01291831     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0129183198000406     Document Type: Article

References (13)

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