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Quantum effects in an expanded Black–Scholes model
ABSTRACT: The limitations of the classical Black–Scholes model are examined by comparing calculated and actual historical prices of European call options on stocks from several sectors of the S &P 500. Persistent differences between the two prices point to an expanded model proposed by Segal and...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9419921/ https://www.ncbi.nlm.nih.gov/pubmed/36062253 http://dx.doi.org/10.1140/epjb/s10051-022-00402-0 |