6 citations · 6 across the 1 of their papers we have counts for
3 papers
q-fin.MF2023
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…
q-fin.MF2023
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…
q-fin.MF2019★ 6 cited
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…