Tuesday, August 12, 2014

bs01 Ornstein–Uhlenbeck process Black–Scholes–Merton ... statistics can be replaced by the quantum Bose-Einstein statistics Ornstein–Uhlenbeck process

Quantum finance - Wikipedia, the free encyclopedia

en.wikipedia.org/wiki/Quantum_finance
Wikipedia
Loading...
The key message in Haven's work is that the BlackScholes–Merton ... statistics can be replaced by the quantum Bose-Einstein statistics resulting in the ...
  • [PDF]

    Relativistic Black-Scholes model arXiv ... - arXiv.org

    arxiv.org/pdf/1307.5122
    arXiv
    Loading...
    by M Trzetrzelewski - ‎2013 - ‎Related articles
    Jul 19, 2013 - extension of the Black-Scholes model follows from relativistic quantum .... travels through the Bose-Einstein condensate, the effective speed of.
    You've visited this page 3 times. Last visit: 8/7/14
  • [PDF]

    Quantum Theory for the Binomial Model in Finance Thoery

    arxiv.org/pdf/quant-ph/0112156
    arXiv
    Loading...
    by Z Chen - ‎2001 - ‎Cited by 8 - ‎Related articles
    Feb 19, 2010 - by considering Maxwell-Boltzmann statistics of the system of N distinguish- .... become known as the Black-Scholes model, in which the famous .... When consider a many-particle system satisfying Bose-Einstein statistics as a ...
  • Modeling Aggregate Behavior and Fluctuations in Economics: ...

    books.google.com/books?isbn=1139431870
    Masanao Aoki - 2001 - ‎Business & Economics
    transition rates, 73–74, 144–150 See also specific models BlackScholes equation, 121 Block structures, 151, 227 BoseEinstein statistics, 149 ...
  • Problems on Statistical Mechanics - Page 281 - Google Books Result

    books.google.com/books?isbn=1420050877
    D.A.R Dalvit, ‎J Frastai, ‎Ian Lawrie - 1999 - ‎Science
    Thus, the entry for Black-body radiation indicates that this topic is mentioned on ... of Earth's, 6.19 Black-body radiation, 9; 2.1 1, 4.4, 4.5 Black-Scholes equation, 6.4 ... 6.18, 6.22-6.24 Bose-Einstein condensation, 4.12, 4.14,4.15 Bose-Einstein ...
  • Applied Differential Geometry: a Modern Introduction

    books.google.com/books?isbn=9812770720
    Tijana T. Ivancevic - 2007 - ‎Electronic books
    ... |429| bijection,[2] black hole dynamics, |1225| Black-Scholes-Merton formula, ... theorem, 16531 BoseEinstein condensate, 992 BoseEinstein statistics, ...
  • Introduction to Probability Models - Page 759 - Google Books Result

    books.google.com/books?isbn=0124081215
    Sheldon M. Ross - 2014 - ‎Mathematics
    ... 375 Birth and death queueing models, 499 Black-Scholes option pricing formula ... Boolean variables, 230 BoseEinstein statistics, 141 Box–Muller approach, ...
  • Salvador Miret-Artés Home Page - FAMA

    fama.iff.csic.es/personas/salvador/topics.html
    mesoscopic effects such as the Bose-Einstein condensation induced by photo-absorption, radiative ... In particular, the Pricing Theory of Black-Scholes-Merton
  • [PDF]

    Extending and Simulating the Quantum Binomial ... - MSpace

    mspace.lib.umanitoba.ca/bitstream/1993/3154/1/THESIS.pdf
    quantization of the classical Black-Scholes-Merton [7] based binomial option pricing ..... Bose-Einstein statistics apply to bosons and Fermi-Dirac statistics apply.

  • No comments:

    Post a Comment