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Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates

Detalles Bibliográficos
Autor principal: Baaquie, Belal E
Lenguaje:eng
Publicado: Cambridge Univ. Press 2004
Materias:
Acceso en línea:http://cds.cern.ch/record/1072692
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author Baaquie, Belal E
author_facet Baaquie, Belal E
author_sort Baaquie, Belal E
collection CERN
id cern-1072692
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2004
publisher Cambridge Univ. Press
record_format invenio
spelling cern-10726922021-04-22T01:55:49Zhttp://cds.cern.ch/record/1072692engBaaquie, Belal EQuantum Finance: Path Integrals and Hamiltonians for Options and Interest RatesMathematical Physics and MathematicsCambridge Univ. Pressoai:cds.cern.ch:10726922004
spellingShingle Mathematical Physics and Mathematics
Baaquie, Belal E
Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
title Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
title_full Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
title_fullStr Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
title_full_unstemmed Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
title_short Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
title_sort quantum finance: path integrals and hamiltonians for options and interest rates
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/1072692
work_keys_str_mv AT baaquiebelale quantumfinancepathintegralsandhamiltoniansforoptionsandinterestrates