Modelling uncertain volatility using quantum stochastic calculus: unitary vs non-unitary time evolution (Q6914905)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 8107249
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Modelling uncertain volatility using quantum stochastic calculus: unitary vs non-unitary time evolution |
scientific article; zbMATH DE number 8107249 |
Statements
Modelling uncertain volatility using quantum stochastic calculus: unitary vs non-unitary time evolution (English)
0 references
15 October 2025
0 references
quantum Black-Scholes model
0 references
uncertain parameters
0 references
non-unitary time evolution
0 references
