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Option volatility and the acceleration Lagrangian

4 references·3 citing·25 second hop

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References

2016“Options, Futures, and Other Derivatives”5,007 cited
2008Options, futures and other derivatives646 cited
1997A Path Integral Approach to Option Pricing with Stochastic Volatility: Some Exact Results78 cited
2009Empirical analysis of quantum finance interest rates models44 cited

Cited by

2016Option price and market instability33 cited
2018Quantum Field Theory for Economics and Finance32 cited
2018Bonds with index-linked stochastic coupons in quantum finance23 cited

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