The Black-Scholes Equation and Certain Quantum Hamiltonians

zbMath1218.81047arXiv1002.1667MaRDI QIDQ3005411

Juan M. Romero, O. González-Gaxiola, R. Bernal-Jaquez, Juan Ruiz de Chávez

Publication date: 8 June 2011

Full work available at URL: https://arxiv.org/abs/1002.1667

zbMATH Keywords

supersymmetric quantum mechanics; quantum physics; quantum finance

Mathematics Subject Classification ID

91G80: Financial applications of other theories

81Q60: Supersymmetry and quantum mechanics

81Q12: Nonselfadjoint operator theory in quantum theory including creation and destruction operators

81Q65: Alternative quantum mechanics (including hidden variables, etc.)

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