Quantum Finance
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(23)- Ruin probability via quantum mechanics approach
- Option pricing, stochastic volatility, singular dynamics and constrained path integrals
- Stochastic volatility models at = 1 as second class constrained Hamiltonian systems
- Dynamic optimization and its relation to classical and quantum constrained systems
- An accurate European option pricing model under fractional stable process based on Feynman path integral
- The quantum dark side of the optimal control theory
- Schrödinger type equation for subjective identification of supply and demand
- A quantum model of supply and demand
- Computing the CEV option pricing formula using the semiclassical approximation of path integral
- Optimization of market stochastic dynamics
- A framework for quantum-classical cryptographic translation
- Optimal reinsurance via Dirac-Feynman approach
- A quantum mechanics for interest rate derivatives markets
- The Black-Scholes Equation and Certain Quantum Hamiltonians
- Quantum Calculus (q-Calculus) and Option Pricing: A Brief Introduction
- Interest Rates and Coupon Bonds in Quantum Finance
- On modeling of uncertainty in behavioral economics
- A panorama of applied mathematical problems in economics
- An enjoyable research journey on uncertainty
- A narrative review on quantum finance theory
- Quantum mechanical approach to pricing multi-asset path-dependent options
- Wild randomness and the application of hyperbolic diffusion in financial modelling
- Potential functions and the characterization of economics-based information
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