Can You hear the Shape of a Market? Geometric Arbitrage and Spectral Theory
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- Tomas Björk & Henrik Hult, 2005.
"A note on Wick products and the fractional Black-Scholes model,"
Finance and Stochastics, Springer, vol. 9(2), pages 197-209, April.
- Björk, Tomas & Hult, Henrik, 2005. "A Note on Wick Products and the Fractional Black-Scholes Model," SSE/EFI Working Paper Series in Economics and Finance 596, Stockholm School of Economics.
- Kirill Ilinski, 1997. "Physics of Finance," Papers hep-th/9710148, arXiv.org.
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- Simone Farinelli & Hideyuki Takada, 2022. "The Black–Scholes equation in the presence of arbitrage," Quantitative Finance, Taylor & Francis Journals, vol. 22(12), pages 2155-2170, December.
- Simone Farinelli & Hideyuki Takada, 2019. "When Risks and Uncertainties Collide: Mathematical Finance for Arbitrage Markets in a Quantum Mechanical View," Papers 1906.07164, arXiv.org, revised Jan 2021.
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