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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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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2019
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| 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 |