A discussion on embedding the Black-Scholes option pricing model in a quantum physics setting (Q5956524)

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scientific article; zbMATH DE number 1709640
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A discussion on embedding the Black-Scholes option pricing model in a quantum physics setting
scientific article; zbMATH DE number 1709640

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    A discussion on embedding the Black-Scholes option pricing model in a quantum physics setting (English)
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    20 February 2002
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    Schrödinger differential equation
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    potential function
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    probability of occurence of strategy paths
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    Planck constant
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    belief parameter
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    Black-Scholes model
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