SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Path-integral Quantum PATHTREE and PATHINT Algorithms
9 references·0 citing·26 second hop
Path-integral Quantum PATHTREE and PATHINT Algorithms (2016)Path-integral Quantum PATHTREE and PATHIN…“Options, Futures, and Other Derivatives” (2016)“Options, Futures, and Other …Mathematical Models of Financial Derivatives (2008)Mathematical Models of Financ…The Quantum Black-Scholes Equation (2007)The Quantum Black-Scholes Equ…QUANTUM MECHANICS, PATH INTEGRALS AND OPTION PRICING: REDUCING THE COMPLEXITY OF FINANCE (2003)QUANTUM MECHANICS, PATH INTEG…Options, Futures and Other Derivatives (2003)Options, Futures and Other De…Probability Tree Algorithm for General Diffusion Processes (2001)Probability Tree Algorithm fo…High-resolution path-integral development of financial options (2000)High-resolution path-integral…High-Resolution Path-Integral Development of Financial Options (1999)High-Resolution Path-Integral…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…A General Theory of Asset Valuation under Diffusion State Processes (1976)Options on Quantum Money: Quantum Path-Integral with Serial Shocks (2017)An Intertemporal Capital Asset Pricing Model (1973)Option pricing: A simplified approach (1979)Developing Bid-Ask Probabilities for High-Frequency Trading (2019)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Martingales and arbitrage in multiperiod securities markets (1979)A Path Integral Way to Option Pricing (2014)How should a local regime-switching model be calibrated? (2017)Elementary Stochastic Calculus, With Finance in View (1998)A Black-Scholes Schrödinger option price: ‘bit’ versus ‘qubit’ (2002)Background risk and quantum calculus (2013)Quantum Option Pricing and Quantum Finance (2020)An Engine, Not a Camera (2006)Facts and Fantasies about Commodity Futures (2006)Introductory Econometrics for Finance (2008)Arbitrage Theory in Continuous Time (1998)A critical review on supply chain risk – Definition, measure and modeling (2014)An experimental analysis of multi-attribute auctions (2000)PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES (2004)Convergence of Monte Carlo simulations involving the mean-reverting square root process (2005)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 2016“Options, Futures, and Other Derivatives”5,007 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 2008Mathematical Models of Financial Derivatives567 cited
  • 2000High-resolution path-integral development of financial options46 cited
  • 2007The Quantum Black-Scholes Equation43 cited
  • 2003QUANTUM MECHANICS, PATH INTEGRALS AND OPTION PRICING: REDUCING THE COMPLEXITY OF FINANCE29 cited
  • 2001Probability Tree Algorithm for General Diffusion Processes26 cited
  • 1999High-Resolution Path-Integral Development of Financial Options21 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work