PT Symmetry, Non-Gaussian Path Integrals, and the Quantum Black–Scholes Equation
The Accardi–Boukas quantum Black–Scholes framework, provides a means by which one can apply the Hudson–Parthasarathy quantum stochastic calculus to problems in finance. Solutions to these equations can be modelled using nonlocal diffusion processes, via a Kramers–Moyal expansion, and this provides u...
Main Author: | Will Hicks |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2019-01-01
|
Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/21/2/105 |
Similar Items
-
The SLH framework for modeling quantum input-output networks
by: Joshua Combes, et al.
Published: (2017-05-01) -
IS PT -SYMMETRIC QUANTUM THEORY FALSE AS A FUNDAMENTAL THEORY?
by: Miloslav Znojil
Published: (2016-06-01) -
Quantum diffusions and stochastic cocycles
by: Bradshaw, W. S.
Published: (1989) -
Evaluation of Options using the Black-Scholes Methodology
by: Vasile BRĂTIAN
Published: (2019-12-01) -
Incompatibility in Multi-Parameter Quantum Metrology with Fermionic Gaussian States
by: Angelo Carollo, et al.
Published: (2019-07-01)