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Volumn 44, Issue 11, 2005, Pages 1957-1962

Pilot-wave theory and financial option pricing

Author keywords

Brownian motion; Option pricing; Pilot wave

Indexed keywords


EID: 33646579107     PISSN: 00207748     EISSN: 15729575     Source Type: Journal    
DOI: 10.1007/s10773-005-8973-3     Document Type: Conference Paper
Times cited : (54)

References (12)
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    • Bohm, D.1
  • 4
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    • The pricing of options and corporate liabilities
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    • (1973) Journal of Political Economy , vol.81 , pp. 637-659
    • Black, F.1    Scholes, M.2
  • 5
    • 35948974968 scopus 로고
    • A suggested interpretation of the quantum theory in terms of 'hidden' variables, Part I and II
    • Bohm, D. (1952). A suggested interpretation of the quantum theory in terms of 'hidden' variables, Part I and II. Physical Review 85, 166-193.
    • (1952) Physical Review , vol.85 , pp. 166-193
    • Bohm, D.1
  • 6
    • 5544237432 scopus 로고    scopus 로고
    • Option pricing with stochastic volatility: Information-time vs. calendartime
    • Chang, C. and Chang, J. (1996). Option pricing with stochastic volatility: information-time vs. calendartime. Management Science 42, 974-991.
    • (1996) Management Science , vol.42 , pp. 974-991
    • Chang, C.1    Chang, J.2
  • 8
    • 0034046838 scopus 로고    scopus 로고
    • Classical and quantum mechanics on p-adic trees of ideas
    • Khrennikov, A. (2000). Classical and quantum mechanics on p-adic trees of ideas. Biosystems 56, 95-120.
    • (2000) Biosystems , vol.56 , pp. 95-120
    • Khrennikov, A.1
  • 9
    • 84867369720 scopus 로고    scopus 로고
    • Chap. 4 - General Issues in Management, International Center for Mathematical Modelling in Physics and Cognitive Science, University of Växjö, Sweden
    • Khrennikov, A. (2003). Quantum psychological model of the stock market, Chap. 4 - General Issues in Management, International Center for Mathematical Modelling in Physics and Cognitive Science, University of Växjö, Sweden.
    • (2003) Quantum Psychological Model of the Stock Market
    • Khrennikov, A.1
  • 10
    • 36049058883 scopus 로고
    • Derivation of the schrödinger equation from newtonian mechanics
    • Nelson, E. (1966). Derivation of the Schrödinger equation from Newtonian mechanics. Physical Review 150, 1079-1085.
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    • Nelson, E.1
  • 11
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    • The arbitrage theory of capital asset pricing
    • Ross, S. (1976). The arbitrage theory of capital asset pricing. Journal of Economic Theory 13, 341-360.
    • (1976) Journal of Economic Theory , vol.13 , pp. 341-360
    • Ross, S.1
  • 12
    • 0004179594 scopus 로고    scopus 로고
    • Princeton University Press, Princeton, NJ
    • Shiller, R. (2000). Irrational Exuberance, Princeton University Press, Princeton, NJ.
    • (2000) Irrational Exuberance
    • Shiller, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.