Option volatility and the acceleration Lagrangian

Author:

Baaquie Belal E.,Cao Yang

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference10 articles.

1. Options, Futures, and Other Derivatives;Hull,2008

2. A path integral approach to option pricing with stochastic volatility: some exact results;Baaquie;J. Phys. I France,1997

3. Empirical analysis of quantum finance interest rate models;Baaquie;Physica A,2009

4. Path integral for equities: dynamic correlation and empirical analysis;Baaquie;Physica A,2012

5. Living with ghosts;Hawking;Phys. Rev. D,2002

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