Pilot-wave theory and financial option pricing

DOI10.1007/s10773-005-8973-3zbMath1094.81015OpenAlexW2013305068MaRDI QIDQ2498959

Emmanuel E. Haven

Publication date: 14 August 2006

Published in: International Journal of Theoretical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10773-005-8973-3

zbMATH Keywords

Brownian motionoption pricing

Mathematics Subject Classification ID

Brownian motion (60J65) Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic mechanics (including stochastic electrodynamics) (81P20)

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Cites Work

• The Pricing of Options and Corporate Liabilities
• Option Pricing with Stochastic Volatility: Information-Time vs. Calendar-Time
• A Suggested Interpretation of the Quantum Theory in Terms of "Hidden" Variables. I
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• Unnamed Item
• Unnamed Item

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