Quantum-like tunnelling and levels of arbitrage

DOI10.1007/s10773-013-1722-0zbMath1281.91130OpenAlexW2063264716MaRDI QIDQ395545

Andrei Yu. Khrennikov, Emmanuel E. Haven

Publication date: 29 January 2014

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

Full work available at URL: https://doi.org/10.1007/s10773-013-1722-0

zbMATH Keywords

financearbitragetunnellingfinancial asset pricingquantum-like modelswave numbers

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Stochastic mechanics (including stochastic electrodynamics) (81P20)

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