Resonant Transmission Line Method for Econophysics models
arXiv:1609.02028
Abstract
In a recent paper [1304.6846], Racorean introduced a formal similarity of the Black-Sholes stock pricing model with a Schrödinger equation. We use a previously introduced method of a resonant transmission line for arbitrary 2nd order Sturm-Liouville problems to attack the same problem from a different perspective revealing some deep structures in the naturally associated eigenvalue problem.
8 pages