Interconnectedness Of Schrodinger And Black-Scholes Equation, Modified Riemann-Liouville Derivative And Fractional Taylor Series Of Nondifferentiable Functions, Graphical Network Models For International Financial Flows, Risk, Uncertainty, & Profit Beyond

Abstract

We discuss and deliberate upon the following system and deduce the concomitant properties: Interconnectedness Of Schrodinger And Black-Scholes Equation, Modified Riemann-Liouville Derivative And Fractional Taylor Series Of Nondifferentiable Functions, Graphical Network Models For International Financial Flows, Risk, Uncertainty, & Profit Beyond ZIRP & NIRP, George Soros‘ Reflexivity Theory And Associated Hegelian Dialectic, Beyond Model Risk Management To Model Risk Arbitrage, Computational Financial Modelling Monte Carlo Methods For Security Pricing, Path Integral Approach To Option Pricing With Stochastic Volatility, Lie Symmetries Of (1+2) Nonautonomous Evolution Equations In Financial Mathematics, Lie Symmetry Analysis Of The Black-Scholes-Merton Model, European Options With Stochastic Volatility, Semigroup Governing The Generalized Cox-Ingersoll-Ross Equation Key Words: Risk, Uncertainty, & Profit Beyond ZIRP & NIRP, Stochastic Volatility, Cox-Ingersoll-Ross Equation, Fractional Taylor Series, Riemann-Liouville Derivative, Monte Carlo Methods, Security Pricing, Lie Symmetries

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