A Non-equilibrium Geometric No-arbitrage Principle
Author:
Funder
NNSF of China
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s11009-023-10049-8.pdf
Reference25 articles.
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3. Avramidi IG, Schimming R (1996) Algorithms for the calculation of the heat Kernel coefficients. Quantum Theory Under Influence External Conditions (Ed. M. Bordag) Teubner-Texte zur Physik 30:150–162
4. Black F, Scholes M (1973) The pricing of options and corporate liabilities. J Polit Econ 81(3):637–654
5. Brody DC, Hughston LP (2010) Interest rates and information geometry. Royal Soc 457:1343–1363
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