Quantum Mechanics, Path Integrals and Option Pricing: Reducing the Complexity of Finance

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Baaquie, Belal E.; Coriano, Claudio; Srikant, Marakani;
  • Related identifiers: doi: 10.1142/9789812704467_0046
  • Subject: High Energy Physics - Phenomenology | Quantitative Finance - Pricing of Securities | High Energy Physics - Theory | Condensed Matter - Soft Condensed Matter

Quantum Finance represents the synthesis of the techniques of quantum theory (quantum mechanics and quantum field theory) to theoretical and applied finance. After a brief overview of the connection between these fields, we illustrate some of the methods of lattice simu... View more
  • References (7)

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