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A Black-Scholes Schrödinger option price: ‘bit’ versus ‘qubit’
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A Black-Scholes Schrödinger option price: ‘bit’ versus ‘qubit’ (2002)A Black-Scholes Schrödinger option price:…A discussion on embedding the Black–Scholes option pricing model in a quantum physics setting (2002)A discussion on embedding the…Option pricing: A simplified approach (1979)Option pricing: A simplified …The Role of Securities in the Optimal Allocation of Risk-bearing (1973)The Role of Securities in the…The Role of Securities in the Optimal Allocation of Risk-bearing (1964)The Role of Securities in the…Theory of Value (1959)Theory of ValuePredicting the stock price of frontier markets using machine learning and modified Black–Scholes Option pricing model (2020)Predicting the stock price of…Quantum Financial Entanglement: The Case of Strategic Default (2019)Quantum Financial Entanglemen…Black–Scholes–Schrödinger–Zipf–Mandelbrot model framework for improving a study of the coauthor core score (2014)Black–Scholes–Schrödinger–Zip…A quantum model of option pricing: When Black–Scholes meets Schrödinger and its semi-classical limit (2010)A quantum model of option pri…The Quantum Black-Scholes Equation (2007)The Quantum Black-Scholes Equ…Quantum Bohmian model for financial market (2006)Quantum Bohmian model for fin…Stretched exponential distributions in nature and economy: “fat tails” with characteristic scales (1998)An index to quantify an individual's scientific research output (2005)Bibliometric Indicators: Quality Measurements of Scientific Publication (2010)Correlations between submission and acceptance of papers in peer review journals (2019)The Irrelevance of Equilibrium Economics (1972)A Random Walk Down Wall Street (1973)5 Stochastic volatility (1996)Théorie de la spéculation (1900)The Alchemy of Finance: Reading the Mind of the Market (1987)Introduction to Econophysics (1999)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Martingales and stochastic integrals in the theory of continuous trading (1981)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)Theory of rational option pricing (2005)Elementary Stochastic Calculus, With Finance in View (1998)Background risk and quantum calculus (2013)Preferences (Partial Pre-Orders) on Complex Numbers -- in View of Possible Use in Quantum Econometrics (2018)The Behavior of Stock-Market Prices (1965)On the Solution of the Black–Scholes Equation Using Feed-Forward Neural Networks (2020)QuantumLeap: Hybrid quantum neural network for financial predictions (2022)An Intertemporal Capital Asset Pricing Model (1973)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Theory of Financial Decision Making. (1988)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Problems and Residual Claims (1983)Well-being : the foundations of hedonic psychology (1999)Market Insurance, Self-Insurance, and Self-Protection (1992)Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices (1998)
this work references cited by second hop

References

  • 1979Option pricing: A simplified approach6,103 cited
  • 1959Theory of Value2,538 cited
  • 1973The Role of Securities in the Optimal Allocation of Risk-bearing1,179 cited
  • 1964The Role of Securities in the Optimal Allocation of Risk-bearing1,172 cited
  • 2002A discussion on embedding the Black–Scholes option pricing model in a quantum physics setting108 cited

Cited by

  • 2006Quantum Bohmian model for financial market74 cited
  • 2020Predicting the stock price of frontier markets using machine learning and modified Black–Scholes Option pricing model51 cited
  • 2010A quantum model of option pricing: When Black–Scholes meets Schrödinger and its semi-classical limit45 cited
  • 2007The Quantum Black-Scholes Equation43 cited
  • 2014Black–Scholes–Schrödinger–Zipf–Mandelbrot model framework for improving a study of the coauthor core score10 cited
  • 2019Quantum Financial Entanglement: The Case of Strategic Default1 cited

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