Work

Hamiltonian and potentials in derivative pricing models: exact results and lattice simulations

Year: 2003

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2003.10.080

Authors: Belal E. Baaquie, Claudio Corianò, Marakani Srikant

Institutions: National University of Singapore, University of Crete, University of Salento, Istituto Nazionale di Fisica Nucleare, Sezione di Lecce

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: National University of Singapore, University of Crete

OpenAlex ID: W2012496444

FWCI: 2.749

Cites: 9

Cited by: 35

Related to: 10