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Quantum path integral for financial options

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  • L. Ingber, 2018. "Quantum path integral for financial options," Lester Ingber Papers 18qp, Lester Ingber.
    • Handle: RePEc:lei:ingber:18qp
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    File URL: https://www.ingber.com/markets18_quantum_options.pdf
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    1. L. Ingber, 1990. "Statistical mechanical aids to calculating term structure models," Lester Ingber Papers 90ac, Lester Ingber.
    2. L. Ingber & P.L. Nunez, 1995. "Statistical mechanics of neocortical interactions: High resolution path-integral calculation of short-term memory," Lester Ingber Papers 95ni, Lester Ingber.
    3. L. Ingber, 1995. "Path-integral evolution of multivariate systems with moderate noise," Lester Ingber Papers 95pe, Lester Ingber.
    4. Luigi Accardi & Andreas Boukas, 2007. "The Quantum Black-Scholes Equation," Papers 0706.1300, arXiv.org.
    5. L. Ingber & C. Chen & R.P. Mondescu & D. Muzzall & M. Renedo, 2001. "Probability tree algorithm for general diffusion processes," Lester Ingber Papers 01pt, Lester Ingber.
    6. L. Ingber, 1998. "Data mining and knowledge discovery via statistical mechanics in nonlinear stochastic systems," Lester Ingber Papers 98dm, Lester Ingber.
    7. L. Ingber & J.K. Wilson, 1999. "Volatility of volatility of financial markets," Lester Ingber Papers 99vv, Lester Ingber.
    8. L. Ingber & H. Fujio & M.F. Wehner, 1991. "Mathematical comparison of combat computer models to exercise data," Lester Ingber Papers 91mc, Lester Ingber.
    9. L. Ingber, 2018. "Quantum calcium-ion interactions with EEG," Lester Ingber Papers 18qc, Lester Ingber.
    10. Ingber, Lester, 2000. "High-resolution path-integral development of financial options," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 283(3), pages 529-558.
    11. L. Ingber & P.L. Nunez, 2010. "Neocortical Dynamics at Multiple Scales: EEG Standing Waves, Statistical Mechanics, and Physical Analogs," Lester Ingber Papers 10nd, Lester Ingber.
    12. L. Ingber & J.K. Wilson, 2000. "Statistical mechanics of financial markets: Exponential modifications to Black-Scholes," Lester Ingber Papers 00fm, Lester Ingber.
    13. Piotrowski, Edward W. & Schroeder, Małgorzata & Zambrzycka, Anna, 2006. "Quantum extension of European option pricing based on the Ornstein–Uhlenbeck process," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 368(1), pages 176-182.
    14. Belal E. Baaquie & Claudio Coriano & Marakani Srikant, 2002. "Quantum Mechanics, Path Integrals and Option Pricing: Reducing the Complexity of Finance," Papers cond-mat/0208191, arXiv.org, revised Aug 2002.
    15. L. Ingber & R. Srinivasan & P.L. Nunez, 1996. "Path-integral evolution of chaos embedded in noise: Duffing neocortical analog," Lester Ingber Papers 96pi, Lester Ingber.
    16. L. Ingber, 2010. "Trading in Risk Dimensions," Lester Ingber Papers 10tr, Lester Ingber.
    17. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
    18. L. Ingber, 2016. "Path-integral quantum PATHTREE and PATHINT algorithms," Lester Ingber Papers 16pi, Lester Ingber.
    19. L. Ingber, 1994. "Statistical mechanics of neocortical interactions: Path-integral evolution of short-term memory," Lester Ingber Papers 94ni, Lester Ingber.
    20. Cox, John C. & Ross, Stephen A. & Rubinstein, Mark, 1979. "Option pricing: A simplified approach," Journal of Financial Economics, Elsevier, vol. 7(3), pages 229-263, September.
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