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Quantum mechanics, path integrals and option pricing: reducing the complexity of finance. (English) Zbl 1053.81533
Ablowitz, M. J. (ed.) et al., Nonlinear physics: theory and experiment II. Proceedings of the workshop, Gallipoli, Italy, June 27 – July 6, 2002. River Edge, NJ: World Scientific (ISBN 981-238-270-4). 333-339 (2003).
For the entire collection see [Zbl 1051.81500].
MSC:
81S40 Path integrals in quantum mechanics
91G20 Derivative securities (option pricing, hedging, etc.)
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