Interest rates in quantum finance: Caps, swaptions and bond options
Year of publication: |
2010
|
---|---|
Authors: | Baaquie, Belal E. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 389.2010, 2, p. 296-314
|
Publisher: |
Elsevier |
Subject: | Libor | Derivatives | Quantum finance |
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