Gauge geometry of financial markets
From MaRDI portal
Publication:4495876
DOI10.1088/0305-4470/33/1/102zbMath1043.91510OpenAlexW2005628965MaRDI QIDQ4495876
Publication date: 13 August 2000
Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/0305-4470/33/1/102
Quantum field theory; related classical field theories (81T99) Diffusion processes and stochastic analysis on manifolds (58J65)
Related Items (8)
About Arbitrage and Holonomy ⋮ A path integral based model for stocks and order dynamics ⋮ A model for stocks dynamics based on a non-Gaussian path integral ⋮ Geometric arbitrage theory and market dynamics ⋮ Nonequilibrium geometric no-arbitrage principle and asset pricing theorem ⋮ The Black–Scholes equation in the presence of arbitrage ⋮ A non-equilibrium geometric no-arbitrage principle ⋮ D-brane solutions under market panic
This page was built for publication: Gauge geometry of financial markets
