Following concatenated model is analysed: Calibration And Simulation Of Arbitrage Effects In A Non-Equilibrium Quantum Black-Scholes Model, White Noise Amplitude Called Arbitrage Bubble, Generates A Time Dependent Potential U (T) Which Changes The Usual Equilibrium Dynamics Of The Traditional Black-Scholes Model, Non Equilibrium Black-Scholes Equation For An Arbitrary Bubble Shape, Calibrating And Simulating Option Pricing Solutions In The Presence Of Market Imperfections, Option Pricing Of Twin Assets, Twin Assets, , Enhanced Gravity Model Of Trade, Reconciling Macroeconomic And Network Models, Economic Black Hole Thermodynamics In Finite Time, Geometric Thermodynamics Energy Dissipated During A Process Is Derived From The Thermodynamic Le...
In this paper we are concerned with the existence of a dynamic arbitrage gap that evolves out of an ...
Traders with short horizons and privately known trading limits interact in a market for a risky asse...
10.1016/j.physa.2011.08.021Physica A: Statistical Mechanics and its Applications39141287-1308PHYA
Following system is studied: Multi-Asset Black–Scholes Model As A Variable Second Class Constrained...
The limitations of the classical Black-Scholes model are examined by comparing calculated and actual...
On The Solution Of The Multi-Asset Black-Scholes Model, Option Pricing Model Is Not Well Defined For...
Following system is investigated with its corresponding properties in detail: A Quantum Model Of Opt...
This paper deals with European share option pricing using quantum physics methods. These contingent ...
Following structural and syllogistical confederational concatenation is studied with concomitant and...
In the field of quantitative financial analysis, the Black-Scholes Model has exerted significant inf...
The Black-Scholes formula is fundamental to modeling carried out in the financial world. Black-Schol...
Statistical analysis on various stocks reveals long range dependence behavior of the stock prices th...
A new method for calibrating the Black-Scholes asset price dynamics model is proposed. The data use...
A new method for calibrating the Black-Scholes asset price dynamics model is proposed. The data use...
We deliberate upon the following concatenated and consolidated system: Option Pricing As A Transport...
In this paper we are concerned with the existence of a dynamic arbitrage gap that evolves out of an ...
Traders with short horizons and privately known trading limits interact in a market for a risky asse...
10.1016/j.physa.2011.08.021Physica A: Statistical Mechanics and its Applications39141287-1308PHYA
Following system is studied: Multi-Asset Black–Scholes Model As A Variable Second Class Constrained...
The limitations of the classical Black-Scholes model are examined by comparing calculated and actual...
On The Solution Of The Multi-Asset Black-Scholes Model, Option Pricing Model Is Not Well Defined For...
Following system is investigated with its corresponding properties in detail: A Quantum Model Of Opt...
This paper deals with European share option pricing using quantum physics methods. These contingent ...
Following structural and syllogistical confederational concatenation is studied with concomitant and...
In the field of quantitative financial analysis, the Black-Scholes Model has exerted significant inf...
The Black-Scholes formula is fundamental to modeling carried out in the financial world. Black-Schol...
Statistical analysis on various stocks reveals long range dependence behavior of the stock prices th...
A new method for calibrating the Black-Scholes asset price dynamics model is proposed. The data use...
A new method for calibrating the Black-Scholes asset price dynamics model is proposed. The data use...
We deliberate upon the following concatenated and consolidated system: Option Pricing As A Transport...
In this paper we are concerned with the existence of a dynamic arbitrage gap that evolves out of an ...
Traders with short horizons and privately known trading limits interact in a market for a risky asse...
10.1016/j.physa.2011.08.021Physica A: Statistical Mechanics and its Applications39141287-1308PHYA