Merton's equation and the quantum oscillator. II: Option pricing

DOI10.1016/J.PHYSA.2019.121792MaRDI QIDQ2163906zbMATH OpenOpenAlexFDO

Authors Belal E. Baaquie

Publication date 11 August 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2019.121792

zbMATH Keywords

beyond Black-ScholesMerton's equationoption pricing modelsoscillator Hamiltonianput-call parity

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

• scientific article; zbMATH DE number 1869203 (Why is no real title available?)
• Option price and market instability
• Quantum Finance

Cited in

(4)

• Merton's equation and the quantum oscillator: pricing risky corporate coupon bonds
• The connection between multiple prices of an option at a given time with single prices defined at different times: the concept of weak-value in quantum finance
• The Black-Scholes Equation and Certain Quantum Hamiltonians
• Quantum Calculus (q-Calculus) and Option Pricing: A Brief Introduction

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