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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| English | 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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0.7677112817764282
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0.7573326826095581
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0.7212663888931274
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0.7179490923881531
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