Quantum walk option pricing model based on binary tree

DOI10.1016/J.PHYSA.2024.130205MaRDI QIDQ7035704zbMATH OpenFDO

Authors Qi Han, Xuan Song

Publication date 29 January 2025

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.PHYSA.2024.130205

zbMATH Keywords

binomial tree modeloption pricingquantum financequantum walkrisk-neutral

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

• Discrete-time quantum random walks on the N-ary tree
• Option pricing: A simplified approach
• Quantum coupled-wave theory of price formation in financial markets: price measurement, dynamics and ergodicity
• Quantum finance
• The continuous-time quantum walk on some graphs based on the view of quantum probability
• The pricing of options and corporate liabilities

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