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 , quantum , computer science , mathematics , statistical physics , econometrics , physics , quantum mechanics , volatility (finance)