A Black-Scholes Schrödinger option price: `bit' versus `qubit'
type: Item
instance of: scholarly article
title: A Black-Scholes Schrödinger option price: `bit' versus `qubit'
zbMATH Open document ID: 1072.91558
DOI: 10.1016/S0378-4371(02)01846-0
published in: Physica A
publication date: 2003-05-21T00:00:00Z
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 81P68
zbMATH DE Number: 1914402
zbMATH Keywords: uncertainty environment
zbMATH Keywords: information-based option price
zbMATH Keywords: differentiasl equation
author: Emmanuel Haven
MaRDI profile type: Publication
cites work: Option pricing: A simplified approach
cites work: Q5588318
cites work: A discussion on embedding the Black-Scholes option pricing model in a quantum physics setting
cites work: Q3207312
full work available at URL: s0378-4371(02)01846-0
OpenAlex ID: W2062706751
description: scientific article; zbMATH DE number 1914402