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

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

Volumn 75, Issue 1, 2007, Pages

  Baaquie, Belal E ^a   Liang, Cui ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; COST EFFECTIVENESS; FINANCE; MARKETING; MATHEMATICAL MODELS; PERTURBATION TECHNIQUES;

BOND OPTIONS; FEYNMAN PERTURBATION; QUANTUM FINANCE; SWAPTIONS;

QUANTUM THEORY;

EID: 33846396761     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.75.016704     Document Type: Article

References (6)

1. Belal E. Baaquie, Phys. Rev. E PLEEE8 1063-651X 75, 016703 (2007), preceding paper.
2. B. E. Baaquie, Quantum Finance (Cambridge University Press, Cambridge, 2004).
3. B. E. Baaquie and Cui Liang, Physica A PHYADX 0378-4371 (to be published).
4. B. E. Baaquie, Cui Liang, and M. Warachka, Physica A PHYADX 0378-4371 (to be published).
5. R. Jarrow and S. Turnbull, Derivative Securities, 2nd ed. (South-Western College, California, 2000).
6. J. P. Bouchaud and M. Potters, Theory of Financial Risks (Cambridge University Press, Cambridge, 2000).