Option Pricing As A Transport Problem, Currency Rate Quotations Onto Strings And Brane World Scenarios, Model Of The Rotating String, Option Pricing Under Heston Stochastic Volatility Model, Fat Brane Phenomena, General Fractional White Noise Theory And A

Abstract

We deliberate upon the following concatenated and consolidated system: Option Pricing As A Transport Problem, Currency Rate Quotations Onto Strings And Brane World Scenarios, Model Of The Rotating String, Option Pricing Under Heston Stochastic Volatility Model, Fat Brane Phenomena, General Fractional White Noise Theory And Applications To Finance, Risk Management, Risk Management Can Be Viewed As The Purchase Of Well-Out-Of-The-Money Put Options Designed To Limit Downside Risk, ―Selective‖ Hedging, Quantum Field Theory Of Treasury Bonds, Relativistic Quantum Econophysics - New Paradigms In Complex Systems Modelling, Non-Relativistic Quantum Mechanics, Uncertainty Principle ,Relativistic Direction In Quantum Econophysics And Socio-Economic Modeling Problem, Neural Network Approach To Efficient Valuation Of Large Portfolios Of Variable Annuities, Exponential Integrability Properties Of Euler Discretization Schemes
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