𝒫𝒯 Symmetry, Non-Gaussian Path Integrals, and the Quantum Black–Scholes Equation

The Accardi–Boukas quantum Black–Scholes framework, provides a means by which one can apply the Hudson–Parthasarathy quantum stochastic calculus to problems in finance. Solutions to these equations can be modelled using nonlocal diffusion processes, via a Kramers–Moyal expansion, and this provides u...

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Detalles Bibliográficos
Autor principal: Hicks, Will
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2019
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514586/
https://www.ncbi.nlm.nih.gov/pubmed/33266821
http://dx.doi.org/10.3390/e21020105

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514586/
https://www.ncbi.nlm.nih.gov/pubmed/33266821
http://dx.doi.org/10.3390/e21020105

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