6 citations · 6 across the 4 of their papers we have counts for
Showing 2023Show all
2 papers · 1 filter
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…