Browsing by Author BAAQUIE,BELAL E

Select a letter below to browse by last name or type
0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z


Showing results 1 to 20 of 43  next >
Issue DateTitleAuthor(s)
Dec-2005A common market measure for LIBOR and pricing caps, floors and swaps in a field theory of forward interest ratesBaaquie, B.E. 
1997A path integral approach to option pricing with stochastic volatility: Some exact resultsBaaquie, B.E. 
Aug-2003A quantum field theory term structure model applied to hedgingBaaquie, B.E. ; Srikant, M. ; Warachka, M.C.
30-Oct-2013Action with acceleration I: Euclidean hamiltonian and path integralBaaquie, B.E. 
30-Oct-2013Action with acceleration II: Euclidean hamiltonian and jordan blocksBaaquie, B.E. 
15-Oct-1996Asymptotically free Û(1) Kac-Moody gauge fields in 3 + 1 dimensionsBaaquie, B.E. ; Parwani, R.R. 
1996Asymptotically free Û(l) Kac-Moody gauge fields in 3 + 1 dimensionsBaaquie, B.E. ; Parwani, R.R. 
7-Jun-1988Character functions of SU(3)Baaquie, B.E. 
Mar-2004Comparison of field theory models of interest rates with market dataBaaquie, B.E. ; Srikant, M. 
Dec-2011Empirical analysis and calibration of the CEV process for pricing equity default swapsBaaquie, B.E. ; Pan, T. ; Bhanap, J.D.
1-Jul-2009Empirical analysis of quantum finance interest rates modelsBaaquie, B.E. ; Yang, C.
15-Jan-2007Empirical investigation of a field theory formula and Black's formula for the price of an interest-rate capletBaaquie, B.E. ; Liang, C.
2015Empirical microeconomics action functionalsBaaquie B.E. ; Du X. ; Tanputraman W.
2007Feynman perturbation expansion for the price of coupon bond options and swaptions in quantum finance. I. TheoryBaaquie, B.E. 
2007Feynman perturbation expansion for the price of coupon bond options and swaptions in quantum finance. II. EmpiricalBaaquie, B.E. ; Liang, C.
2013Financial modeling and quantum mathematicsBaaquie, B.E. 
Mar-2004Finite hedging in field theory models of interest ratesBaaquie, B.E. ; Srikant, M. 
1993Gender differences in undergraduate physics examination performance and learning strategies in SingaporeWee, A.T.S. ; Baaquie, B.E. ; Huan, A.H. 
15-Mar-2004Hamiltonian and potentials in derivative pricing models: Exact results and lattice simulationsBaaquie, B.E. ; Corianò, C.; Srikant, M. 
1-Feb-2007Hedging LIBOR derivatives in a field theory model of interest ratesBaaquie, B.E. ; Liang, C.; Warachka, M.C.