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Review of quantum path integrals in fluctuating markets
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Paper 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.

Paper Details

Date Published: 30 March 2004
PDF: 12 pages
Proc. SPIE 5274, Microelectronics: Design, Technology, and Packaging, (30 March 2004); doi: 10.1117/12.549581
Show Author Affiliations
Frederic D. R. Bonnet, The Univ. of Adelaide (Australia)
Andrew G. Allison, The Univ. of Adelaide (Australia)
Derek Abbott, The Univ. of Adelaide (Australia)

Published in SPIE Proceedings Vol. 5274:
Microelectronics: Design, Technology, and Packaging
Derek Abbott; Kamran Eshraghian; Charles A. Musca; Dimitris Pavlidis; Neil Weste, Editor(s)

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