On Segal's quantum option pricing

zbMATH Open1162.81397MaRDI QIDQ3633064FDOQ3633064

Authors: A. Boukas 

Publication date: 16 June 2009

Full work available at URL: http://ajmaa.org/cgi-bin/paper.pl?string=v4n2/V4I2P2.tex

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zbMATH Keywords

Black-Scholes modelquantum stochastic calculusquantum option pricing

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80) Quantum stochastic calculus (81S25)

Cited In (9)

• The Quantum Black-Scholes Equation
• Valuation of a financial claim contingent on the outcome of a quantum measurement
• Quantum Calculus (q-Calculus) and Option Pricing: A Brief Introduction
• Quantum theory for the binomial model in finance theory
• A quantum mechanics for interest rate derivatives markets
• Emergence of fuzzy preferences for risk in a Birkhoff-von Neumann logics environment
• 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 pricing formula in the quantum context
• A Black-Scholes Schrödinger option price: `bit' versus `qubit'

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