Matches in SemOpenAlex for { <https://semopenalex.org/work/W1580327857> ?p ?o ?g. }
Showing items 1 to 60 of
60
with 100 items per page.
- W1580327857 endingPage "19" @default.
- W1580327857 startingPage "9" @default.
- W1580327857 abstract "The aim of this paper is to show the convenience of using mathematical tools from quantum mechanics to solve some financial problems. In particular, the Vasicek short-rate model in continuous time is discussed in the framework of the Feynman path integral. To do this, the Lagrangian of the system is obtained from the Hamiltonian associate to the backward Fokker-Planck equation. Subsequently, the action is calculated to obtain the price of a zero-coupon bond and its forward rate. In conclusion, the paper attempts to show that quantum mechanics is an effective alternative in solving some complex problems that arise in pricing derivatives." @default.
- W1580327857 created "2016-06-24" @default.
- W1580327857 creator A5001563690 @default.
- W1580327857 creator A5009187511 @default.
- W1580327857 date "2008-01-01" @default.
- W1580327857 modified "2023-09-26" @default.
- W1580327857 title "El modelo de Vasicek y la integral de trayectoria de Feynman" @default.
- W1580327857 cites W1568543777 @default.
- W1580327857 cites W1600201693 @default.
- W1580327857 cites W2035716774 @default.
- W1580327857 cites W2076057077 @default.
- W1580327857 cites W376847165 @default.
- W1580327857 hasPublicationYear "2008" @default.
- W1580327857 type Work @default.
- W1580327857 sameAs 1580327857 @default.
- W1580327857 citedByCount "1" @default.
- W1580327857 crossrefType "posted-content" @default.
- W1580327857 hasAuthorship W1580327857A5001563690 @default.
- W1580327857 hasAuthorship W1580327857A5009187511 @default.
- W1580327857 hasConcept C121332964 @default.
- W1580327857 hasConcept C126255220 @default.
- W1580327857 hasConcept C130787639 @default.
- W1580327857 hasConcept C144237770 @default.
- W1580327857 hasConcept C154018700 @default.
- W1580327857 hasConcept C162324750 @default.
- W1580327857 hasConcept C175025494 @default.
- W1580327857 hasConcept C201608381 @default.
- W1580327857 hasConcept C28826006 @default.
- W1580327857 hasConcept C33923547 @default.
- W1580327857 hasConcept C37914503 @default.
- W1580327857 hasConcept C556758197 @default.
- W1580327857 hasConcept C62520636 @default.
- W1580327857 hasConcept C65574998 @default.
- W1580327857 hasConcept C84114770 @default.
- W1580327857 hasConceptScore W1580327857C121332964 @default.
- W1580327857 hasConceptScore W1580327857C126255220 @default.
- W1580327857 hasConceptScore W1580327857C130787639 @default.
- W1580327857 hasConceptScore W1580327857C144237770 @default.
- W1580327857 hasConceptScore W1580327857C154018700 @default.
- W1580327857 hasConceptScore W1580327857C162324750 @default.
- W1580327857 hasConceptScore W1580327857C175025494 @default.
- W1580327857 hasConceptScore W1580327857C201608381 @default.
- W1580327857 hasConceptScore W1580327857C28826006 @default.
- W1580327857 hasConceptScore W1580327857C33923547 @default.
- W1580327857 hasConceptScore W1580327857C37914503 @default.
- W1580327857 hasConceptScore W1580327857C556758197 @default.
- W1580327857 hasConceptScore W1580327857C62520636 @default.
- W1580327857 hasConceptScore W1580327857C65574998 @default.
- W1580327857 hasConceptScore W1580327857C84114770 @default.
- W1580327857 hasIssue "1" @default.
- W1580327857 hasLocation W15803278571 @default.
- W1580327857 hasOpenAccess W1580327857 @default.
- W1580327857 hasPrimaryLocation W15803278571 @default.
- W1580327857 hasVolume "2" @default.
- W1580327857 isParatext "false" @default.
- W1580327857 isRetracted "false" @default.
- W1580327857 magId "1580327857" @default.
- W1580327857 workType "article" @default.