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

DOI10.1016/J.PHYSA.2019.121792OpenAlexW2952462601MaRDI QIDQ2163906

Belal Ehsan Baaquie

Publication date: 11 August 2022

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

Full work available at URL: https://doi.org/10.1016/j.physa.2019.121792

zbMATH Keywords

put-call parityoscillator Hamiltonianoption pricing modelsMerton's equationbeyond Black-Scholes

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (1)

Merton's equation and the quantum oscillator: pricing risky corporate coupon bonds

Cites Work

• Option price and market instability
• Quantum Finance
• Unnamed Item

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