Quantization in Financial Economics: An Information-Theoretic Approach

Author:

Hawkins Raymond J.,Frieden B. Roy

Publisher

Palgrave Macmillan UK

Reference80 articles.

1. Aoki, M., & Yoshikawa, H. (2007). Reconstructing macroeconomics: A perspective from statistical physics and combinatorial stochastic processes. Japan-U.S. Center UFJ Bank Monographs on international financial markets. New York, NY: Cambridge University Press.

2. Ausloos, M., & Ivanova, K. (2002). Mechanistic approach to generalized technical analysis of share prices and stock market indices. European Physical Journal B, 27, 177–187.

3. Baaquie, B. E. (2004). Quantum finance: Path integrals and Hamiltonians for options and interest rates. Cambridge: Cambridge University Press.

4. Baaquie, B. E. (2009). Interest rates and coupon bonds in quantum finance. Cambridge: Cambridge University Press.

5. Balian, R. (1982). Information theory and statistical entropy, Chapter 3 In From microphysics to macrophysics: Methods and applications of statistical physics (Vol. 1). New York: Springer.

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