Modelling illiquid stocks using quantum stochastic calculus

DOI10.31390/JOSA.4.1.05MaRDI QIDQ6922956zbMATH OpenFDO

Authors Will Hicks

Publication date 30 September 2025

Published in Journal of Stochastic Analysis (Search for Journal in Brave)

zbMATH Keywords

illiquid stocksquantum Black-Scholes framework

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Quantum stochastic calculus (81S25)

Cites work

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