Quantum mechanics approach to option pricing
Options are financial derivatives on an underlying security. The Schrodinger and Heisenberg approach to the quantum mechanics together with the Dirac matrix approaches are applied to derive the Black-Scholes formula and the quantum Cox- Rubinstein formula. The quantum mechanics approach to option pr...
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University of Leicester
2018
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.762623 |