Option volatility and the acceleration Lagrangian

DOI10.1016/j.physa.2013.07.074zbMath1402.91558OpenAlexW1974960061MaRDI QIDQ1782476

G. Richomme

Publication date: 20 September 2018

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

Full work available at URL: https://doi.org/10.1016/j.physa.2013.07.074

zbMATH Keywords

optionLagrangian with accelerationquantum finance

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80)

Related Items (4)

Option price and market instability ⋮ Bonds with index-linked stochastic coupons in quantum finance ⋮ A statistical model of the firm ⋮ Option volatility and the acceleration Lagrangian

Cites Work

• Unnamed Item
• Option volatility and the acceleration Lagrangian
• ACTION WITH ACCELERATION I: EUCLIDEAN HAMILTONIAN AND PATH INTEGRAL
• Pseudo-Hermiticity versus PT-symmetry III: Equivalence of pseudo-Hermiticity and the presence of antilinear symmetries
• Quantum Finance

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