Review of quantum path integrals in fluctuating markets

Frederic D. R. Bonnet; Andrew G. Allison; Derek Abbott

doi:10.1117/12.549581

30 March 2004 Review of quantum path integrals in fluctuating markets

Frederic D. R. Bonnet, Andrew G. Allison, Derek Abbott

Proceedings Volume 5274, Microelectronics: Design, Technology, and Packaging; (2004) https://doi.org/10.1117/12.549581
Event: Microelectronics, MEMS, and Nanotechnology, 2003, Perth, Australia

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.

Citation Download Citation

Frederic D. R. Bonnet, Andrew G. Allison, and Derek Abbott "Review of quantum path integrals in fluctuating markets", Proc. SPIE 5274, Microelectronics: Design, Technology, and Packaging, (30 March 2004); https://doi.org/10.1117/12.549581

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