39 citations · 40 across the 2 of their papers we have counts for
2 papers
q-fin.CP2014★ 1 cited
Exact solution of a generalized version of the Black-Scholes equation
Liviu-Adrian Cotfas, Camelia Delcea, Nicolae Cotfas
We analyze a generalized version of the Black-Scholes equation depending on a parameter . It satisfies the martingale condition and coincides with the Black-S…
q-fin.GN2012★ 39 cited
A finite-dimensional quantum model for the stock market
Liviu-Adrian Cotfas
We present a finite-dimensional version of the quantum model for the stock market proposed in [C. Zhang and L. Huang, A quantum model for the stock market, Physica A 389(2010) 5769…