30 March 2004 Review of quantum path integrals in fluctuating markets
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Abstract
We review various techniques from engineering and physics applied to the theory of financial risks. We also explore at an introductory level how the quantum aspects of physics may be used to study the dynamics of financial markets. In particular we explore how the path integral methods may be used to study financial markets quantitatively.
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Frederic D. R. Bonnet, Frederic D. R. Bonnet, Andrew G. Allison, Andrew G. Allison, Derek Abbott, Derek Abbott, } "Review of quantum path integrals in fluctuating markets", Proc. SPIE 5274, Microelectronics: Design, Technology, and Packaging, (30 March 2004); doi: 10.1117/12.549581; https://doi.org/10.1117/12.549581
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