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

Preprint OPEN
Baaquie, Belal E.; Coriano, Claudio; Srikant, Marakani;
(2002)
  • 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)

    1. B.E. Baaquie, C. Corian`o and S. Marakani, to appear.

    2. B.E. Baaquie, Quantum Finance, to be published.

    3. R. C. Merton, Bell Journal of Economics and Management Science 4 (Spring 1973), 141; M. Garman, A General theory of Asset Valuation under Diffusion State Processes. Working Paper No 50, Univ. of California, Berkeley, 1976.

    4. J. Epstein and R. Axtell, Growing Artificial Societies: Social Science from the Bottom up, Brookings, MIT Press, 1996. See also the link:www.swarm.org (Santa Fe Istitute, New Mexico).

    5. R. Parwani, physics/0201055 and links therein.

    6. B. E. Baaquie, L. C. Kwek and S. Marakani, cond-mat/008327

    7. G. Montagna, O. Nicrosini and N. Moreni, Physica A310 (2002) 450; G. Montagna, O. Nicrosini Eur. Phys. J. B27 (2002) 249.

  • Metrics
Share - Bookmark