Volatility smile as relativistic effect
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Publication:1620616
DOI10.1016/j.physa.2017.02.012zbMath1400.91399arXiv1610.02456OpenAlexW2523239985MaRDI QIDQ1620616
Publication date: 13 November 2018
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.02456
Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Equations of motion in general relativity and gravitational theory (83C10)
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Cites Work
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