Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets
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Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets: Fourth Edition
By Hagen KleinertThus the correlation parameter p between the noise terms for stock price and variance in Eq. (20.198) is practically zero. ... All theoretical curves shown in the above figures are calculated for p = 0, and fit the data very well.
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Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets: Third Edition
By Hagen KleinertThis is the third, significantly expanded edition of the comprehensive textbook published in 1990 on the theory and applications of path integrals.
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Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets
By Hagen KleinertTopological restrictions. These are relevant to the understanding of the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics.
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Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets
By Hagen KleinertThis is the fourth, expanded edition of the comprehensive textbook published in 1990 on the theory and applications of path integrals. It is the first book to explicitly solve path...
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Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets
By Hagen KleinertThis is the fifth, expanded edition of the comprehensive textbook published in 1990 on the theory and applications of path integrals.