1. Interest rates in quantum finance: The Wilson expansion and Hamilonian.
Physical Review E 80, 046119 (2009)
By Belal E. Baaquie.

2. Interest rates in quantum finance: Caps, swaptions and bond options.
Physica A 389 (2010), pp. 293 - 314
By Belal E. Baaquie.

3. Empirical Analysis of Quantum Finance Interest Rates Models.
Physica A: Statistical Mechanics and its Application, Volume 388 (2009), pp. 2666-2681
By Belal E. Baaquie and Cao Yang.

4. Quantum Finance Hamiltonian for Coupon Bond European and Barrier Options.
Physical Review E Vol 77 Article 036106 (2008)
By Belal E. Baaquie.

5. American Option pricing for interest rate caps and coupon bonds in quantum finance.
Physica A: Statistical Mechanics and its Application, Volume 38 (2007) Pages 285-316,
By Belal E. Baaquie and Cui Liang.

6. Feynman Perturbation Expansion for the Price of Coupon Bond Options and Swaptions in Quantum Finance. II. Empirical.
By Belal E. Baaquie and Cui Liang.
Physical Review E  Vol 75 Article 016704 (2007)

7. Feynman Perturbation Expansion for the Price of Coupon Bond Options and Swaptions in Quantum Finance. I. Theory.
By Belal E. Baaquie.
Physical Review E  Vol 75 Article 016703(2007)

8. Empirical Investigation of a Field Theory Formula and Black's Formula for the Price of an Interest Rate Caplet.
Physica A: Statistical Mechanics and its Application, Volume 374, Issue 1, 15 January 2007, Pages 331-348,
By Belal E. Baaquie and Cui Liang.

9. Hedging LIBOR Derivatives in a Field Theory Model of Forward Interest Rates.
Physica A: Statistical Mechanics and its Application, Volume 374, Issue 2, 1 February 2007, Pages 730-748,
By Belal E. Baaquie, Cui Liang and  Mitch C. Warachka.

10. Price of Coupon Bond Options in a Quantum Field Theory of Forward Interest Rates.
Physica A: Statistical and Theoretical Physics, Volume 370, Issue 1, 1 October 2006, Pages 98-103,
By Belal E. Baaquie.
Published in Physica A  370 (2006) 98-103.

11. Quantum Mechanics and Option Pricing.
By Belal E. Baaquie.

12. A Common Market Measure for LIBOR and Pricing Caps, Floors and Swaps in a Field Theory of Interest Rates.
By Belal E. Baaquie.
Published in International Journal of Theoretical and Applied Finance Vol 8, No. 8 (2005) 999-1018.

13. Quantum Field Theory of Forward Rates with Stochastic Volatility.
Physical Review E. (United States) Vol 65, 056122 (2002)

14. Quantum Field Theory of Treasury Bonds.
Physical Review E, 64 (2001) : 016121 (United States)

15. A Path Integral Approach to Option Pricing with Stochastic Volatility. Some Exact Results By Belal E. Baaquie
Journal de Physique I, 7, No. 12 (1977): 1733-1753 (France)

16. Hamiltonian and Potentials in Derivative Pricing Models: Exact Results and Lattice Simulations.
Physica A: Statistical Mechanics and its Application, Volume 334, Issue 3-4, 15 March 2004, Pages 531-557,
Belal E. Baaquie, Claudio Coriano and Marakani Srikant

17. Hedging in Field Theory Models of the Term Structure.

Authors: Belal E. Baaquie, Marakani Srikant
WebLink: http://xxx.lanl.gov/abs/cond-mat/0209343
Comments: 18 figures
Report-no: Invited Talk, International Econophysics Conference, Bali, 28-31 August 2002
Subj-class: Statistical Mechanics

18. Comparison of Field Theory Models of Interest Rates with Market Data.
By Belal E. Baaquie and Marakani Srikant
Physical Review E 69, 036129 (2004)

19. Finite Hedging in field theory models of interest rates.
By Belal E. Baaquie and Marakani Srikant
Physical Review E 69, 036130 (2004)

20. Quantum Mechanics, Path Integrals and Option Pricing: Reducing the Complexity of Finance.

Authors: Belal E. Baaquie,Claudio Coriano, Marakani Srikant
WebLink: http://xxx.lanl.gov/abs/cond-mat/0208191
Comments: 10 pages, 4 figures, presented by C.Coriano at the Intl. Workshop "Nonlinear Physics, THeory and Experiment II", Gallipoli, Lecce, June 28-July 6, 2002
Report-no: UNILE-CBR-02-03
Subj-class: Soft Condensed Matter

21. A Quantum Field Theory Term Structure Model Applied to Hedging.
By Belal E. Baaquie, Marakani Srikant, Mitch Warachka
Published in International Journal of Theoretical and Applied Finance Vol 6, No. 5 (2003) 443-467

22. Empirical investigation of a quantum field theory of forward rates.

Authors: Belal E. Baaquie, Srikant Marakani
WebLink: http://xxx.lanl.gov/abs/cond-mat/0106317
Comments: 6 figures
Subj-class: Statistical Mechanics

24. Simulation of Stochastic Volatility using Path Integration: Smiles and Frowns.

Authors: Belal E. Baaquie, L.C. Kwek, M. Srikant
WebLink: http://xxx.lanl.gov/abs/cond-mat/0008327
Comments: Needs graphicx.sty and mathfont.sty; 11 gif files and 14 encapsulated postscript files (figures)