Quantum field theory of black-swan events

DOI10.1007/S10701-013-9749-XMaRDI QIDQ474858zbMATH OpenOpenAlexFDO

Authors Hagen Kleinert

Publication date 25 November 2014

Published in Foundations of Physics (Search for Journal in Brave)

Full work available at URL https://refubium.fu-berlin.de/handle/fub188/16216

zbMATH Keywords

quantum field theoryfinancial crahesimprobable eventsmonster waves

Mathematics Subject Classification ID

General and philosophical questions in quantum theory (81P05) Model quantum field theories (81T10)

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Cites work

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• On Weyl Fractional Calculus
• Path integrals in quantum mechanics, statistics, polymer physics, and financial markets.
• Quantum Electrodynamics at Small Distances
• The G and H Functions as Symmetrical Fourier Kernels
• The pricing of options and corporate liabilities
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• Time- and space-fractional partial differential equations

Cited in

(1)

• An exactly solvable correlated stochastic process in finite time

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