Physics and Derivatives: Effective-Potential Path-Integral Approximations of Arrow-Debreu Densities

Luca Capriotti; Ruggero Vaia

doi:10.3905/jod.2020.1.107

Physics and Derivatives: Effective-Potential Path-Integral Approximations of Arrow-Debreu Densities

Luca Capriotti and Ruggero Vaia

The Journal of Derivatives Fall 2020, jod.2020.1.107; DOI: https://doi.org/10.3905/jod.2020.1.107

Luca Capriotti

is a managing director at Credit Suisse, and an adjunct faculty member at New York University in Brooklyn, New York and at University College London in London, UK

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Ruggero Vaia

is a senior scientist of the Consiglio Nazionale delle Ricerche with expertise in quantum statistical mechanics of low-dimensional systems. He works at the Istituto dei Sistemi Complessi in Sesto Fiorentino (FI), Italy, and is associated to the Istituto Nazionale di Fisica Nucleare

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Article
Info & Metrics
PDF (Subscribers Only)

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Derivatives

Vol. 29, Issue 1

Fall 2021

Table of Contents
Index by author
Complete Issue (PDF)

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Derivatives.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following Physics and Derivatives: Effective-Potential Path-Integral Approximations of Arrow-Debreu Densities

Message Subject (Your Name) has sent you a message from The Journal of Derivatives

Message Body (Your Name) thought you would like to see the The Journal of Derivatives web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

Physics and Derivatives: Effective-Potential Path-Integral Approximations of Arrow-Debreu Densities