Publication:4996679

zbMath1474.91211MaRDI QIDQ4996679

Haijun Liu, Xing-Xing Li

Publication date: 1 July 2021

zbMATH Keywords

option pricing; quantum model; empirical analysis; B-S method

Mathematics Subject Classification ID

91G80: Financial applications of other theories

91G20: Derivative securities (option pricing, hedging, etc.)

81P99: Foundations, quantum information and its processing, quantum axioms, and philosophy