Quantum finance: Path integrals and Hamiltonians for options and interest rates BE Baaquie Cambridge University Press, 2007 | 538 | 2007 |
A path integral approach to option pricing with stochastic volatility: some exact results BE Baaquie Journal de Physique I 7 (12), 1733-1753, 1997 | 133 | 1997 |
Interest rates and coupon bonds in quantum finance BE Baaquie Cambridge University Press, 2009 | 82 | 2009 |
Gauge fixing and mass renormalization in the lattice gauge theory BE Baaquie Physical Review D 16 (8), 2612, 1977 | 63 | 1977 |
Hamiltonian and potentials in derivative pricing models: exact results and lattice simulations BE Baaquie, C Coriano, M Srikant Physica A: Statistical Mechanics and its Applications 334 (3-4), 531-557, 2004 | 55 | 2004 |
Quantum psyche: Quantum field theory of the human psyche BE Baaquie, F Martin NeuroQuantology 3 (1), 2005 | 53 | 2005 |
Quantum field theory for economics and finance BE Baaquie Cambridge University Press, 2018 | 51 | 2018 |
Quantum field theory of treasury bonds BE Baaquie Physical Review E 64 (1), 016121, 2001 | 40 | 2001 |
Quantum mechanics, path integrals and option pricing: Reducing the complexity of finance BE Baaquie, C Coriano, M Srikant Nonlinear Physics: Theory and Experiment II, 333-339, 2003 | 38 | 2003 |
Financial modeling and quantum mathematics BE Baaquie Computers & Mathematics with Applications 65 (10), 1665-1673, 2013 | 36 | 2013 |
The theoretical foundations of quantum mechanics BE Baaquie Springer Science & Business Media, 2013 | 36 | 2013 |
Interest rates in quantum finance: The Wilson expansion and Hamiltonian BE Baaquie Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 80 (4 …, 2009 | 30 | 2009 |
Path integrals and Hamiltonians: principles and methods BE Baaquie Cambridge University Press, 2014 | 29 | 2014 |
Statistical microeconomics BE Baaquie Physica A: Statistical Mechanics and its Applications 392 (19), 4400-4416, 2013 | 29 | 2013 |
Quantum field theory of forward rates with stochastic volatility BE Baaquie Physical Review E 65 (5), 056122, 2002 | 25 | 2002 |
New solution for the Schwinger model BE Baaquie Journal of Physics G: Nuclear Physics 8 (12), 1621, 1982 | 22 | 1982 |
Feynman perturbation expansion for the price of coupon bond options and swaptions in quantum finance. II. Empirical BE Baaquie, C Liang Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 75 (1 …, 2007 | 20 | 2007 |
Comparison of field theory models of interest rates with market data BE Baaquie, M Srikant Physical Review E 69 (3), 036129, 2004 | 20 | 2004 |
Feynman perturbation expansion for the price of coupon bond options and swaptions in quantum finance. I. Theory BE Baaquie Physical Review E—Statistical, Nonlinear, and Soft Matter Physics 75 (1 …, 2007 | 18 | 2007 |
Empirical analysis of quantum finance interest rates models BE Baaquie, C Yang Physica A: Statistical Mechanics and its Applications 388 (13), 2666-2681, 2009 | 17 | 2009 |