Wild randomness and the application of hyperbolic diffusion in financial modelling

DOI10.31390/JOSA.2.1.07MaRDI QIDQ6923070zbMATH OpenFDO

Authors Will Hicks

Publication date 30 September 2025

Published in Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.31390/JOSA.2.1.07

zbMATH Keywords

Cauchy distributionhyperbolic diffusionwild randomness

Mathematics Subject Classification ID

Quantum stochastic calculus (81S25) Stochastic models in economics (91B70)

Cites work

• A Black-Scholes Schrödinger option price: `bit' versus `qubit'
• A discussion on embedding the Black-Scholes option pricing model in a quantum physics setting
• A hyperbolic theory for advection-diffusion problems: mathematical foundations and numerical modeling
• A PHYSICAL REALIZATION OF THE GENERALIZED PT-, C-, AND CPT-SYMMETRIES AND THE POSITION OPERATOR FOR KLEIN–GORDON FIELDS
• Closed quantum Black-Scholes: quantum drift and the Heisenberg equation of motion
• scientific article; zbMATH DE number 1091847 (Why is no real title available?)
• scientific article; zbMATH DE number 2120817 (Why is no real title available?)
• Introduction to stochastic integration.
• Quantum field theory: A tourist guide for mathematicians
• Quantum Finance
• Quantum Ito's formula and stochastic evolutions
• Stochastic differential equations. An introduction with applications.
• The path integral approach to financial modeling and options pricing
• The Quantum Black-Scholes Equation

This page was built for publication: Wild randomness and the application of hyperbolic diffusion in financial modelling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6923070)