A discussion on embedding the Black-Scholes option pricing model in a quantum physics setting
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Publication:5956524
DOI10.1016/S0378-4371(01)00568-4zbMath0992.91043WikidataQ56687225 ScholiaQ56687225MaRDI QIDQ5956524
Publication date: 20 February 2002
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-4371(01)00568-4
Black-Scholes model; belief parameter; Planck constant; potential function; probability of occurence of strategy paths; Schrödinger differential equation
91G20: Derivative securities (option pricing, hedging, etc.)
81P99: Foundations, quantum information and its processing, quantum axioms, and philosophy
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Cites Work
