Please use this identifier to cite or link to this item:
https://hdl.handle.net/2440/28485
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Full metadata record
DC Field | Value | Language |
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dc.contributor.author | Bonnet, F. | - |
dc.contributor.author | Allison, A. | - |
dc.contributor.author | Abbott, D. | - |
dc.contributor.editor | Kish, L.B. | - |
dc.date.issued | 2004 | - |
dc.identifier.citation | Noise in complex systems and stochastic dynamics II : 26-28 May, 2004, Maspalomas, Gran Canaria, Spain / Zoltán Gingl (ed.) | - |
dc.identifier.isbn | 0-8194-5393-5 | - |
dc.identifier.issn | 0277-786X | - |
dc.identifier.issn | 1996-756X | - |
dc.identifier.uri | http://hdl.handle.net/2440/28485 | - |
dc.description | ©2004 COPYRIGHT SPIE--The International Society for Optical Engineering | - |
dc.description.abstract | In this short note we propose an approach for calculating option prices in financial markets in the framework of path integrals. We review various techniques from engineering and physics appliedto the theory of financial risks. We explore how the path integral methods may be used to study financial markets quantitatively and we also suggest a method in calculating transition probabilities for option pricing using real data in that framework. | - |
dc.description.statementofresponsibility | Frederic D. R. Bonnet, Andrew G. Allison, and Derek Abbott | - |
dc.language.iso | en | - |
dc.publisher | SPIE | - |
dc.relation.ispartofseries | Proceedings of SPIE--the International Society for Optical Engineering ; 5471. | - |
dc.source.uri | http://dx.doi.org/10.1117/12.548795 | - |
dc.title | Path integrals in fluctuating markets | - |
dc.type | Conference paper | - |
dc.contributor.conference | Fluctuations and Noise (2004 : Gran Canaria Island, Spain) | - |
dc.identifier.doi | 10.1117/12.548795 | - |
dc.publisher.place | CD-ROM | - |
pubs.publication-status | Published | - |
dc.identifier.orcid | Allison, A. [0000-0003-3865-511X] | - |
dc.identifier.orcid | Abbott, D. [0000-0002-0945-2674] | - |
Appears in Collections: | Aurora harvest 6 Electrical and Electronic Engineering publications |
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