The Black-Scholes pricing formula in the quantum context

Proceedings of the National Academy of Sciences of the United States of America

Volumn 95, Issue 7, 1998, Pages 4072-4075

  Segal, Wiliam ^a   Segal, I E ^b  

^a Off of Plcy Devmt and Research   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Black Scholes Merton theory; Brownian motion; Ito lemma; Quantum process; Stochastic integration

Indexed keywords

ARTICLE; ECONOMICS; FINANCE; MATHEMATICAL ANALYSIS; PRIORITY JOURNAL; QUANTUM THEORY; STOCHASTIC MODEL;

EID: 0032584087     PISSN: 00278424     EISSN: None     Source Type: Journal    
DOI: 10.1073/pnas.95.7.4072     Document Type: Article

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