Adelaide Research & Scholarship
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https://hdl.handle.net/2440/28447
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| Type: | Conference paper |
| Title: | Review of quantum path integrals in fluctuating markets |
| Author: | Bonnet, F. Allison, A. Abbott, D. |
| Citation: | Microelectronics : design, technology, and packaging : 10-12 December 2003, Perth, Australia / Derek Abbott, Kamran Eshraghian, Charles A. Musca, Dimitris Pavlidis, Neil Weste (eds.), pp. 569-580 |
| Publisher: | SPIE |
| Publisher Place: | Washington, USA |
| Issue Date: | 2004 |
| Series/Report no.: | Proceedings of SPIE--the International Society for Optical Engineering ; 5274. |
| ISBN: | 0819451673 |
| ISSN: | 0277-786X 1996-756X |
| Conference Name: | Microelectronics, MEMS, and Nanotechnology (2003 : Perth, Australia) |
| Editor: | Faraone, L. Varadan, K. |
| Statement of Responsibility: | Frederic D. R. Bonnet, Andrew G. Allison, and Derek Abbott |
| 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. |
| Rights: | © 2004 COPYRIGHT SPIE--The International Society for Optical Engineering |
| DOI: | 10.1117/12.549581 |
| Published version: | http://dx.doi.org/10.1117/12.549581 |
| Appears in Collections: | Aurora harvest 2 Electrical and Electronic Engineering publications |
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