PT Symmetry, Non-Gaussian Path Integrals, and the Quantum Black–Scholes Equation
The Accardi–Boukas quantum Black–Scholes framework, provides a means by which one can apply the Hudson–Parthasarathy quantum stochastic calculus to problems in finance. Solutions to these equations can be modelled using nonlocal diffusion processes, via a Kramers–Moyal expansion, and this provides u...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-01-01
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| Series: | Entropy |
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| Online Access: | https://www.mdpi.com/1099-4300/21/2/105 |