The Quantum Black-Scholes Equation
From MaRDI portal
Publication:5293133
zbMath1157.91348arXiv0706.1300MaRDI QIDQ5293133
Publication date: 26 June 2007
Full work available at URL: https://arxiv.org/abs/0706.1300
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Stochastic models in economics (91B70) Financial applications of other theories (91G80) Quantum stochastic calculus (81S25)
Related Items (7)
Quantum ideas for classical systems ⋮ Itô's Lemma with quantum calculus (\(q\)-calculus): some implications ⋮ The Blackwell and Dubins theorem and Rényi's amount of information measure: Some applications ⋮ The role of information in a two-traders market ⋮ Unnamed Item ⋮ Quantum mechanics and violations of the sure-thing principle: The use of probability interference and other concepts ⋮ Possibility to agree on disagree from quantum information and decision making
This page was built for publication: The Quantum Black-Scholes Equation