30 March 2004 Review of quantum path integrals in fluctuating markets
Author Affiliations +
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.
© (2004) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Frederic D. R. Bonnet, Andrew G. Allison, 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


Path integrals in fluctuating markets
Proceedings of SPIE (May 25 2004)
Feynman path integrals and continuous nonlinear filtering
Proceedings of SPIE (April 27 2010)
Nonlinear optics of quantum graphs
Proceedings of SPIE (October 11 2012)
Interference of probabilities in purely corpuscular model
Proceedings of SPIE (August 04 2005)

Back to Top