6 citations · 6 across the 4 of their papers we have counts for
4 papers
Modelling Illiquid Stocks Using Quantum Stochastic Calculus: Asymptotic Methods
Will Hicks
This article investigates the Fokker-Planck equations that arise from the application of quantum stochastic calculus to the modelling of illiquid financial markets, using asymptoti…
Modelling Illiquid Stocks Using Quantum Stochastic Calculus
Will Hicks
Quantum Stochastic Calculus can be used as a means by which randomness can be introduced to observables acting on a Hilbert space. In this article we show how the mechanisms of Qua…
PT Symmetry, Non-Gaussian Path Integrals, and the Quantum Black-Scholes Equation
Will Hicks
The Accardi-Boukas quantum Black-Scholes framework, provides a means by which one can apply the Hudson-Parthasarathy quantum stochastic calculus to problems in finance. Solutions t…
Algorithm for determining U(1) charges in free fermionic heterotic string models
William Hicks, Lesley Vestal, Jared Greenwald +3
To assist in the search for phenomenologically realistic models in the string landscape, we must develop tools for investigating all gauge charges, including U(1) charges, in strin…