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Option volatility and the acceleration Lagrangian · Study

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ArticleOption volatility and the acceleration Lagrangian

Belal Ehsan Baaquie2013

Article2013

Option volatility and the acceleration Lagrangian

Belal Ehsan Baaquie · Yang Cao

34 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Stochastic processes and financial applications Financial Markets and Investment Strategies Statistical Mechanics and Entropy

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References

2016“Options, Futures, and Other Derivatives”2008Options, futures and other derivatives 1997A Path Integral Approach to Option Pricing with Stochastic Volatility: Some Exact Results 2009Empirical analysis of quantum finance interest rates models

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2016Option price and market instability 2018Quantum Field Theory for Economics and Finance 2018Bonds with index-linked stochastic coupons in quantum finance

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Year2013

Typearticle

Published2013-08-21

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations34

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.physa.2013.07.074

openalex_workW1974960061

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