Empirical analysis of quantum finance interest rates models-Reference-Cited by-同舟云学术

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Empirical analysis of quantum finance interest rates models

Published:2009-07 Issue:13 Volume:388 Page:2666-2681
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Baaquie Belal E.,Yang Cao

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference12 articles.

1. Bond pricing and the term structure of interest rates: A new methodology for contingent claim valuation;Jarrow;Econometrica,1992

2. The market model of interest rate dynamics;Gatarek;Mathematical Finance,1996

3. Libor and swap market models and measures;Jamshidian;Finance and Stochastics,1997

4. Phenomenology of the interest rate curve;Cont;Applied Financial Mathematics,1999

5. Explaining the forward interest rate term structure;Bouchaud;International Journal of Theoretical and Applied Finance,2000

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1. Modern finance through quantum computing—A systematic literature review;PLOS ONE;2024-07-18

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3. Contemporary Quantum Computing Use Cases: Taxonomy, Review and Challenges;Archives of Computational Methods in Engineering;2022-09-26

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5. Linearized Hamiltonian of the LIBOR market model: analytical and empirical results;Applied Economics;2015-09-28

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