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Quantum Field Theory of Forward Rates with Stochastic Volatility
by
Belal E. Baaquie
| Venue: | Physical Review E |
| Citations: | 3 - 3 self |
BibTeX
@ARTICLE{Baaquie_quantumfield,
author = {Belal E. Baaquie},
title = {Quantum Field Theory of Forward Rates with Stochastic Volatility},
journal = {Physical Review E},
year = {},
pages = {2002}
}
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Abstract
iv
