Option price and market instability

DOI10.1016/J.PHYSA.2016.11.080zbMath1400.91576OpenAlexW2561239823MaRDI QIDQ1620477

Miao Yu, Belal Ehsan Baaquie

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2016.11.080

zbMATH Keywords

optionpricingmarket instabilityforex

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

Merton's equation and the quantum oscillator. II: Option pricing ⋮ Normal mixture method for stock daily returns over different sub-periods

Cites Work

• Unnamed Item
• Option volatility and the acceleration Lagrangian
• Quantum Finance

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