| Hamiltonian and potentials in derivative pricing models: exact results and lattice simulations BE Baaquie, C Coriano, M Srikant Physica A: Statistical Mechanics and its Applications 334 (3-4), 531-557, 2004 | 54 | 2004 |
| Quantum mechanics, path integrals and option pricing: Reducing the complexity of finance BE Baaquie, C Coriano, M Srikant Nonlinear Physics: Theory and Experiment II, 333-339, 2003 | 37 | 2003 |
| Price-dividend ratio factor proxies for long-run risks R Jagannathan, S Marakani The Review of Asset Pricing Studies 5 (1), 1-47, 2015 | 28 | 2015 |
| Calendar cycles, infrequent decisions and the cross-section of stock returns R Jagannathan, H Takehara, Y Wang Working Paper, Northwestern University, 2007 | 22* | 2007 |
| Comparison of field theory models of interest rates with market data BE Baaquie, M Srikant Physical Review E 69 (3), 036129, 2004 | 21 | 2004 |
| Long run consumption risks: Are they there S Marakani City University of Hong Kong Working Paper, 2009 | 18 | 2009 |
| A quantum field theory term structure model applied to hedging BE Baaquie, M Srikant, MC Warachka International Journal of Theoretical and Applied Finance 6 (05), 443-467, 2003 | 13 | 2003 |
| Finite hedging in field theory models of interest rates BE Baaquie, M Srikant Physical Review E 69 (3), 036130, 2004 | 9 | 2004 |
| Empirical investigation of a quantum field theory of forward rates BE Baaquie, S Marakani arXiv preprint cond-mat/0106317, 2001 | 9 | 2001 |
| Simulation of Stochastic Volatility using Path Integration: Smiles and Frowns BE Baaquie, LC Kwek, M Srikant Arxiv preprint cond-mat/0008327, 2000 | 8 | 2000 |
| Long run risks & price/dividend ratio factors R Jagannathan, S Marakani National Bureau of Economic Research, 2011 | 7 | 2011 |
| Option Pricing with Stochastic Volatility S Marakani Honours Thesis, 1998 | 7 | 1998 |
| Option pricing with stochastic volatility M Srikant Department of Computational Science, National University of Singapore 1998, 1997 | 6 | 1997 |
| Stochastic Processes in Finance: A Physics Perspective M Srikant National University of Singapore, 2003 | 2 | 2003 |
| Long run risks, the factor structure of price dividend ratios and the cross section of returns S Marakani, R Jagannathan 45th Annual Conference of the Western Finance Association, 2011 | 1 | 2011 |
| Long run risks, the factor structure of price dividend ratios and the cross section of returns R Jagannathan, S Marakani Working paper, 2010 | 1 | 2010 |
| Price-Dividend Ratio Factor Proxies for Long-Run Risks1 S Marakani, R Jagannathan | | 2015 |
| Inattention in Financial Markets S Marakani J Bus & Fin Aff 1, e108, 2012 | | 2012 |
| BELAL E. BAAQUIEC), CLAUDIO CORIANö% M SRIKANT Proceedings of the Workshop Nonlinear Physics, Theory and Experiment, II …, 2003 | | 2003 |
| Hedging in Field Theory Models of the Term Structure BE Baaquie, M Srikant arXiv preprint cond-mat/0209343, 2002 | | 2002 |
Belal Ehsan BaaquieHelixtap TechnologiesVerified email at helixtap.com
