Quantum finance: Path integrals and Hamiltonians for options and interest rates BE Baaquie Cambridge University Press, 2007 | 477 | 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 | 121 | 1997 |
Interest rates and coupon bonds in quantum finance BE Baaquie Cambridge University Press, 2009 | 72 | 2009 |
Gauge fixing and mass renormalization in the lattice gauge theory BE Baaquie Physical Review D 16 (8), 2612, 1977 | 64 | 1977 |
Quantum psyche: Quantum field theory of the human psyche BE Baaquie, F Martin NeuroQuantology 3 (1), 2005 | 54 | 2005 |
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 | 48 | 2004 |
Quantum field theory of treasury bonds BE Baaquie Physical Review E 64 (1), 016121, 2001 | 37 | 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 | 35 | 2003 |
Quantum field theory for economics and finance BE Baaquie Cambridge University Press, 2018 | 31 | 2018 |
The theoretical foundations of quantum mechanics BE Baaquie Springer Science & Business Media, 2013 | 31 | 2013 |
Path integrals and Hamiltonians: principles and methods BE Baaquie Cambridge University Press, 2014 | 25 | 2014 |
Statistical microeconomics BE Baaquie Physica A: Statistical Mechanics and its Applications 392 (19), 4400-4416, 2013 | 25 | 2013 |
Financial modeling and quantum mathematics BE Baaquie Computers & Mathematics with Applications 65 (10), 1665-1673, 2013 | 23 | 2013 |
Quantum field theory of forward rates with stochastic volatility BE Baaquie Physical Review E 65 (5), 056122, 2002 | 22 | 2002 |
Comparison of field theory models of interest rates with market data BE Baaquie, M Srikant Physical Review E 69 (3), 036129, 2004 | 21 | 2004 |
New solution for the Schwinger model BE Baaquie Journal of Physics G: Nuclear Physics 8 (12), 1621, 1982 | 21 | 1982 |
Interest rates in quantum finance: The Wilson expansion and Hamiltonian BE Baaquie Physical Review E 80 (4), 046119, 2009 | 19 | 2009 |
Option pricing: Stock price, stock velocity and the acceleration Lagrangian BE Baaquie, X Du, J Bhanap Physica A: Statistical Mechanics and its Applications 416, 564-581, 2014 | 16 | 2014 |
Path integral for equities: Dynamic correlation and empirical analysis BE Baaquie, Y Cao, A Lau, P Tang Physica A: Statistical Mechanics and its Applications 391 (4), 1408-1427, 2012 | 15 | 2012 |
Empirical analysis of quantum finance interest rates models BE Baaquie, C Yang Physica A: Statistical Mechanics and its Applications 388 (13), 2666-2681, 2009 | 15 | 2009 |