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Merton's equation and the quantum oscillator. II: Option pricing - MaRDI portal

Merton's equation and the quantum oscillator. II: Option pricing (Q2163906)

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Merton's equation and the quantum oscillator. II: Option pricing
scientific article

    Statements

    title
    Merton's equation and the quantum oscillator. II: Option pricing (English)
    0 references
    published in
    Physica A
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    publication date
    11 August 2022
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    zbMATH Keywords
    Merton's equation
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    option pricing models
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    put-call parity
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    beyond Black-Scholes
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    oscillator Hamiltonian
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    Identifiers

    zbMATH DE Number
    7570913
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    OpenAlex ID
    W2952462601
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