Quantum Model Of Option Pricing: When Black–Scholes Meets Schrödinger And Its Semi-Classical Limit, Black–Scholes Option Pricing Model In A More General Quantum Physics Setting, Perfect Market Equilibrium State Postulated By The Black–Scholes Model Repres

Abstract

Following system is investigated with its corresponding properties in detail: A Quantum Model Of Option Pricing: When Black–Scholes Meets Schrödinger And Its Semi-Classical Limit, Black–Scholes Option Pricing Model In A More General Quantum Physics Setting, Perfect Market Equilibrium State Postulated By The Black–Scholes Model Represents A Particular Case., Controlled Markov Processes And Mathematical Finance, Controlled Markov Processes And Mathematical Finance, Dynamic Optimization And Its Relation To Classical And Quantum Constrained Systems, Consistency Relation, Inter-Occurrence Times And Universal Laws In Finance, Earthquakes And Genomes, Quantum Cognition Beyond Hilbert Space Ii, Quantum Master Equation For Long-Term Prognosis..

The full paper: http://www.iiste.org/PDFshare/APTA-PAGENO-654991-661307.pdf