Analytical solutions to the backward Kolmogorov PDE via an adiabatic approximation to the Schrödinger PDE
DOI10.1016/J.JMAA.2005.02.058zbMATH Open1086.35512OpenAlexW2086512867MaRDI QIDQ2569895FDOQ2569895
Authors: Emmanuel Haven 
Publication date: 24 October 2005
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2005.02.058
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Cites Work
Cited In (7)
- Application of Bohmian mechanics to dynamics of prices of shares: Stochastic model of Bohm-Vigier from properties of price trajectories
- Quantum model for the price dynamics: The problem of smoothness of trajectories
- New analytical option pricing models with Weyl–Titchmarsh theory
- The Blackwell and Dubins theorem and Rényi's amount of information measure: Some applications
- Private information and the `Information function': A survey of possible uses
- Fundamental solutions to Kolmogorov equations via reduction to canonical form
- The variation of financial arbitrage via the use of an information wave function
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