Non-equilibrium skewness, market crises, and option pricing: non-linear Langevin model of markets with supersymmetry (Q2116581)
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scientific article; zbMATH DE number 7491738
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-equilibrium skewness, market crises, and option pricing: non-linear Langevin model of markets with supersymmetry |
scientific article; zbMATH DE number 7491738 |
Statements
Non-equilibrium skewness, market crises, and option pricing: non-linear Langevin model of markets with supersymmetry (English)
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17 March 2022
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non-equilibrium market dynamics
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Langevin dynamics
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non-perturbative methods
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quantum mechanics
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supersymmetry
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Black-Scholes model
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