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Simulation of coupon bond European and barrier options in quantum finance · Study

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ArticleSimulation of coupon bond European and barrier options in quantum finance

Belal Ehsan Baaquie2010

Article2010

Simulation of coupon bond European and barrier options in quantum finance

Belal Ehsan Baaquie

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

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Stochastic processes and financial applications Quantum Mechanics and Applications Quantum Computing Algorithms and Architecture

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References

1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation 1991Common Factors Affecting Bond Returns 1993Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates 1994Explorations Into Factors Explaining Money Market Returns 1998A Markovian Framework in Multi-Factor Heath-Jarrow-Morton Models 2001Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model 2009Interest Rates and Coupon Bonds in Quantum Finance 1999The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables

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2018Quantum Field Theory for Economics and Finance

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Year2010

Typearticle

Published2010-09-09

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.2010.08.046

openalex_workW1998546210

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