Will Hicks
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Modelling uncertain volatility using quantum stochastic calculus: unitary vs non-unitary time evolution Journal of Stochastic Analysis | 2025-10-15 | Paper |
| Modelling illiquid stocks using quantum stochastic calculus: asymptotic methods Journal of Stochastic Analysis | 2025-10-15 | Paper |
| Modelling illiquid stocks using quantum stochastic calculus Journal of Stochastic Analysis | 2025-09-30 | Paper |
| Wild randomness and the application of hyperbolic diffusion in financial modelling Journal of Stochastic Analysis | 2025-09-30 | Paper |
| Closed quantum Black-Scholes: quantum drift and the Heisenberg equation of motion Journal of Stochastic Analysis | 2025-09-30 | Paper |
| A nonlocal approach to the quantum Kolmogorov backward equation and links to noncommutative geometry Communications on Stochastic Analysis | 2025-09-25 | Paper |
| Nonlocal diffusions and the quantum Black-Scholes equation: modelling the market fear factor Communications on Stochastic Analysis | 2025-09-25 | Paper |
Research outcomes over time
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