17 citations · 17 across the 5 of their papers we have counts for
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q-fin.MF2017
Quantum Bounds for Option Prices
Paul McCloud
Option pricing is the most elemental challenge of mathematical finance. Knowledge of the prices of options at every strike is equivalent to knowing the entire pricing distribution…
q-fin.MF2017
Information and Arbitrage: Applications of Quantum Groups in Mathematical Finance
Paul McCloud
The relationship between expectation and price is commonly established with two principles: no-arbitrage, which asserts that both maps are positive; and equivalence, which asserts…