Multi-Asset Black–Scholes Model As A Variable Second Class Constrained Dynamical System, Kummer Surface Σk, Embedding The Black–Scholes Option Pricing Model In A Quantum Physics Setting, Existence Of Arbitrage Hinges On The Non-Zero Value Of The Planck Co

Abstract

Following system is studied: Multi-Asset Black–Scholes Model As A Variable Second Class Constrained Dynamical System, Kummer Surface Σk, Embedding The Black–Scholes Option Pricing Model In A Quantum Physics Setting, Existence Of Arbitrage Hinges On The Non-Zero Value Of The Planck Constant, Supersymmetric Methods In Option Pricing, Template Bank To Search For Gravitational Waves From Inspiralling Compact Binaries, Option Pricing Under Heston Stochastic Volatility Model, Neural Network Approach To Efficient Valuation Of Large Portfolios Of Variable Annuities, Quantum Derivation Of A Reputational Risk Premium And Neural Network Approach For The Spatial Interpolation Framework, Fractional White Noise Calculus In Finance, Quadratic-Exponential Growth BSDs With Jumps And Their Malliavin's Differentiability, Asymptotic Expansion For Forward-Backward SDEs With Jumps

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