Feynman perturbation expansion for the price of coupon bond options and swaptions in quantum finance. I. Theory

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 75, Issue 1, 2007, Pages

  Baaquie, Belal E ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; COST EFFECTIVENESS; FINANCE; PERTURBATION TECHNIQUES;

COUPON BOND OPTIONS; FEYNMAN DIAGRAMS; FIELD THEORY;

QUANTUM THEORY;

EID: 33846385687     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.75.016703     Document Type: Article

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