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A Black-Scholes Schrödinger option price: ‘bit’ versus ‘qubit’ · Study

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ArticleA Black-Scholes Schrödinger option price: ‘bit’ versus ‘qubit’

Emmanuel E. Haven2002

Article2002

A Black-Scholes Schrödinger option price: ‘bit’ versus ‘qubit’

Emmanuel E. Haven

54 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Stochastic processes and financial applications Quantum Mechanics and Applications Statistical Mechanics and Entropy

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References

1979Option pricing: A simplified approach 1959Theory of Value 1973The Role of Securities in the Optimal Allocation of Risk-bearing 1964The Role of Securities in the Optimal Allocation of Risk-bearing 2002A discussion on embedding the Black–Scholes option pricing model in a quantum physics setting

Cited by

2006Quantum Bohmian model for financial market 2020Predicting the stock price of frontier markets using machine learning and modified Black–Scholes Option pricing model 2010A quantum model of option pricing: When Black–Scholes meets Schrödinger and its semi-classical limit 2007The Quantum Black-Scholes Equation 2014Black–Scholes–Schrödinger–Zipf–Mandelbrot model framework for improving a study of the coauthor core score 2019Quantum Financial Entanglement: The Case of Strategic Default

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Year2002

Typearticle

Published2002-12-30

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations54

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/s0378-4371(02)01846-0

openalex_workW2062706751

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