The connection between multiple prices of an option at a given time with single prices defined at different times: the concept of weak-value in quantum finance

DOI10.1016/J.PHYSA.2019.04.264OpenAlexW2937809017WikidataQ128053562 ScholiaQ128053562MaRDI QIDQ2160107

Alan Ching-biu Tse, Alan Au, Carlos Segovia, Ivan Arraut

Publication date: 2 August 2022

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

Full work available at URL: https://arxiv.org/abs/1905.05813

zbMATH Keywords

option pricedouble slit experimentfinancial Hamiltonianprobability conservationuncertainty in the priceweak-value

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

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• The arrow of time in open quantum systems and dynamical breaking of the resonance–anti-resonance symmetry
• Option pricing when underlying stock returns are discontinuous
• Quantum Finance

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