Pseudo Hermitian formulation of the quantum Black–Scholes Hamiltonian-Reference-Cited by-同舟云学术

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Pseudo Hermitian formulation of the quantum Black–Scholes Hamiltonian

Published:2012-04 Issue:8 Volume:391 Page:2636-2640
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Jana T.K.,Roy P.

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference19 articles.

1. Introduction to Econophysics;Mantegna,1999

2. Quantum Finance;Baaquie,2004

3. Option pricing with Weyl–Titchmarsh theory

4. Physics of Finance;Ilinski,2001

5. Quantum finance

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3. Susy for Non-Hermitian Hamiltonians, with a View to Coherent States;Mathematical Physics, Analysis and Geometry;2020-07-22

4. Pseudo-Hermiticity and Removing Brownian Motion From Finance;SSRN Electronic Journal;2020

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