Modelling illiquid stocks using quantum stochastic calculus: asymptotic methods

DOI10.31390/JOSA.4.2.02MaRDI QIDQ6915011zbMATH OpenFDO

Authors Will Hicks

Publication date 15 October 2025

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

zbMATH Keywords

asymptotic expansionsFokker-Planck equationquantum Black-Scholes model

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Quantum stochastic calculus (81S25)

Cites work

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