Pages that link to "Item:Q3655283"
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The following pages link to Interest Rates and Coupon Bonds in Quantum Finance (Q3655283):
Displaying 18 items.
- Quantum approach to Bertrand duopoly (Q331408) (← links)
- Application of quantum master equation for long-term prognosis of asset-prices (Q1619308) (← links)
- Statistical microeconomics (Q1673200) (← links)
- Pricing of range accrual swap in the quantum finance Libor market model (Q1782677) (← links)
- Asymmetric information and quantization in financial economics (Q1935994) (← links)
- Merton's equation and the quantum oscillator: pricing risky corporate coupon bonds (Q2137616) (← links)
- The effect of the behavior of an average consumer on the public debt dynamics (Q2147657) (← links)
- Risky forward interest rates and swaptions: quantum finance model and empirical results (Q2148174) (← links)
- Statistical field theory of futures commodity prices (Q2148175) (← links)
- Bonds with index-linked stochastic coupons in quantum finance (Q2150347) (← links)
- A path integral based model for stocks and order dynamics (Q2153451) (← links)
- A model for stocks dynamics based on a non-Gaussian path integral (Q2156178) (← links)
- Asset trading under non-classical ambiguity and heterogeneous beliefs (Q2157189) (← links)
- Financial modeling and quantum mathematics (Q2629480) (← links)
- A quantum mechanics for interest rate derivatives markets (Q2675519) (← links)
- Action with acceleration. I: Euclidean Hamiltonian and path integral (Q2865972) (← links)
- D-brane solutions under market panic (Q4641542) (← links)
- A narrative review on quantum finance theory (Q6634639) (← links)