Open AccessNon-linear Black-Scholes Option Pricing Model based on Quantum Dynamics
Author(s) -
Marcin Wróblewski,
Andrzej Myśliński
Publication year - 2022
Language(s) - Uncategorized
Resource type - Conference proceedings
DOI - 10.5220/0011066000003197
Subject(s) - black–scholes model , valuation of options , computer science , quantum , dynamics (music) , statistical physics , mathematics , econometrics , physics , quantum mechanics , volatility (finance) , acoustics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom