量子ファイナンス
ArXiv Condensed Matter e-prints. p. 8191. arXiv:cond-mat/0208191. Bibcode: 2002cond.mat..8191B.
↑ Baaquie, Belal (2004). Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates. Cambridge University Press. p. 332. ISBN 978-0-521-84045-3
↑ Path dependent option pricing, The path integral partial averaging method. Journal of Computational Finance. (2002). arXiv:cond-mat/0005319v1. http://citeseer.ist.psu.edu/matacz02path.html.
↑ Piotrowski, Edward W.; Schroeder, Małgorzata; Zambrzycka, Anna (2006). “Quantum extension of European option pricing based on the Ornstein Uhlenbeck process”. Physica A (Physica A Statistical Mechanics and its Applications) 368: 176.