Calibration And Simulation Of Arbitrage Effects In A Non-Equilibrium Quantum Black-Scholes Model, White Noise Amplitude Called Arbitrage Bubble, Generates A Time Dependent Potential U (T) Which Changes The Usual Equilibrium Dynamics Of The Traditional Bla

Abstract

Following concatenated model is analysed: Calibration And Simulation Of Arbitrage Effects In A Non-Equilibrium Quantum Black-Scholes Model, White Noise Amplitude Called Arbitrage Bubble, Generates A Time Dependent Potential U (T) Which Changes The Usual Equilibrium Dynamics Of The Traditional Black-Scholes Model, Non Equilibrium Black-Scholes Equation For An Arbitrary Bubble Shape, Calibrating And Simulating Option Pricing Solutions In The Presence Of Market Imperfections, Option Pricing Of Twin Assets, Twin Assets, , Enhanced Gravity Model Of Trade, Reconciling Macroeconomic And Network Models, Economic Black Hole Thermodynamics In Finite Time, Geometric Thermodynamics Energy Dissipated During A Process Is Derived From The Thermodynamic Length Of That Process, Early-Warning Signals Of Topological Collapse In Interbank Networks, Gradual Transition To The Crisis

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