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q-fin.MF2019
Closed Quantum Black-Scholes: Quantum Drift and the Heisenberg Equation of Motion
Will Hicks
In this article we model a financial derivative price as an observable on the market state function. We apply geometric techniques to integrating the Heisenberg Equation of Motion.…
q-fin.MF2019
A Nonlocal Approach to The Quantum Kolmogorov Backward Equation and Links to Noncommutative Geometry
Will Hicks
The Accardi-Boukas quantum Black-Scholes equation can be used as an alternative to the classical approach to finance, and has been found to have a number of useful benefits. The qu…