Quantum Calculus (q-Calculus) and Option Pricing: A Brief Introduction

DOI10.1007/978-3-642-00834-4_26zbMath1229.91266OpenAlexW1479836755MaRDI QIDQ3616569

Emmanuel E. Haven

Publication date: 26 March 2009

Published in: Quantum Interaction (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-00834-4_26

zbMATH Keywords

stochastic differential equationoption pricing\(q\)-calculus\(h\)-calculus

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (3)

Itô's formula, the stochastic exponential, and change of measure on general time scales ⋮ Itô's Lemma with quantum calculus (\(q\)-calculus): some implications ⋮ On integration with respect to the \(q\)-Brownian motion

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