The sensitivity analysis of propagator for path independent quantum finance model

Author:

Kim Min Jae,Hwang Dong Il,Lee Sun Young,Kim Soo Yong

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Quantum Probability Theoretic Asset Return Modeling: A Novel Schrödinger-Like Trading Equation and Multimodal Distribution;SSRN Electronic Journal;2024

2. The Design and Implementation of Quantum Finance Software Development Kit (QFSDK) for AI Education;2022 20th International Conference on Information Technology Based Higher Education and Training (ITHET);2022-11-07

3. An Overview of Quantum Finance Models;Quantum Finance;2019-11-16

4. The quantum field model for treasury forward interest rate;Acta Physica Sinica;2018

5. Stochastic string models with continuous semimartingales;Physica A: Statistical Mechanics and its Applications;2015-09

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