Itô's Lemma with quantum calculus (\(q\)-calculus): some implications
From MaRDI portal
Publication:2430442
DOI10.1007/s10701-010-9453-zzbMath1211.81083OpenAlexW2040872498WikidataQ124816833 ScholiaQ124816833MaRDI QIDQ2430442
Publication date: 6 April 2011
Published in: Foundations of Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10701-010-9453-z
Related Items
Itô's formula, the stochastic exponential, and change of measure on general time scales ⋮ Potential functions and the characterization of economics-based information ⋮ On integration with respect to the \(q\)-Brownian motion ⋮ A tutorial review on fractal spacetime and fractional calculus ⋮ The role of information in a two-traders market
Cites Work
- The Pricing of Options and Corporate Liabilities
- Analysis on measure chains - a unified approach to continuous and discrete calculus
- Quantum Ito's formula and stochastic evolutions
- The Laplace transform on time scales revisited
- Quantum structure in cognition
- Quantum probability for probabilists
- Information dynamics in cognitive, psychological, social and anomalous phenomena.
- Quantum Calculus (q-Calculus) and Option Pricing: A Brief Introduction
- The Black–Scholes pricing formula in the quantum context
- The Quantum Black-Scholes Equation
- Quantum Finance
- Quantum equilibria for macroscopic systems
- On a Formula Concerning Stochastic Differentials
- Quantum calculus
- Stochastic differential equations. An introduction with applications.
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item