A Quantum Walk Model of Financial Options-Reference-Cited by-同舟云学术

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A Quantum Walk Model of Financial Options

Published:2020 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Orrell David

Publisher

Elsevier BV

Reference36 articles.

1. Quantum random walks;Y Aharonov;Physical Review A,1993

2. Quantum Finance

3. Th�orie de la sp�culation Annales Scientifiques de l;L Bachelier;�cole Normale Sup�rieure,1900

4. Show me the money: Option moneyness concentration and future stock returns;K Bergsma;Journal of Futures Markets,2019

5. The Pricing of Options and Corporate Liabilities;F Black;Journal of Political Economy,1973

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2. A Survey on Quantum Computational Finance for Derivatives Pricing and VaR;Archives of Computational Methods in Engineering;2022-03-28

3. Variety of double knock out barrier option for sustainable financial management;AIMS Environmental Science;2022

4. Efficient quasi-Monte Carlo sampling for quantum random walks;APPLICATION OF MATHEMATICS IN TECHNICAL AND NATURAL SCIENCES: 12th International On-line Conference for Promoting the Application of Mathematics in Technical and Natural Sciences - AMiTaNS’20;2020

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