Merton's equation and the quantum oscillator. II: Option pricing (Q2163906)
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scientific article; zbMATH DE number 7570913
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Merton's equation and the quantum oscillator. II: Option pricing |
scientific article; zbMATH DE number 7570913 |
Statements
Merton's equation and the quantum oscillator. II: Option pricing (English)
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11 August 2022
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Merton's equation
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option pricing models
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put-call parity
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beyond Black-Scholes
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oscillator Hamiltonian
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