Quantum field theory of forward rates with stochastic volatility

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

Volumn 65, Issue 5, 2002, Pages

  Baaquie, Belal E ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; CONSTRAINT THEORY; DIFFERENTIATION (CALCULUS); FUNCTIONS; INTEGRATION; MATHEMATICAL MODELS; STOCHASTIC CONTROL SYSTEMS;

QUANTUM FIELD THEORY; STANDARD DEVIATION; STOCHASTIC FIELDS; STOCHASTIC VOLATILITY;

QUANTUM THEORY;

EID: 41349113736     PISSN: 15393755     EISSN: 15502376     Source Type: Journal    
DOI: 10.1103/PhysRevE.65.056122     Document Type: Article

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