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q-fin.PR2013
Quantum Tunneling of Stock Price in Range Bound Market Conditions
Ovidiu Racorean
Applications of Quantum Tunneling effect have long gone beyond the traditional physical meaning. Initially created by Gamow to explain α-decay of nuclear particles, along the time,…
q-fin.PR2013
Time-independent pricing of options in range bound markets
Ovidiu Racorean
Assuming that price of the underlying stock is moving in range bound, the Black-Scholes formula for options pricing supports a separation of variables. The resulting time-independe…