Price of coupon bond options in a quantum field theory of forward interest rates
Author:
Publisher
Elsevier BV
Subject
Condensed Matter Physics,Statistics and Probability
Reference7 articles.
1. Term structure dynamics in theory and reality;Dai;Rev. Financial Stud.,2003
2. Interest Rate Models—Theory and Practise;Brigo,2001
3. B.E. Baaquie, Feynman perturbation expansion for the coupon bond option and swaption in a quantum field theory of forward interest rates, 2006, in preparation.
4. Quantum Finance;Baaquie,2004
5. B.E. Baaquie, J.-P. Bouchaud, Wilmott Magazine, March 2004.
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