𝒫𝒯 Symmetry, Non-Gaussian Path Integrals, and the Quantum Black–Scholes Equation

@article{Hicks2019SN,
title={𝒫𝒯 Symmetry, Non-Gaussian Path Integrals, and the Quantum Black–Scholes Equation},
author={William Hicks},
journal={Entropy},
year={2019},
volume={21}
}
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 to these equations can be modelled using nonlocal diffusion processes, via a Kramers–Moyal expansion, and this provides useful tools to understand their behaviour. In this paper we develop further links between quantum stochastic processes, and nonlocal diffusions, by inverting the question, and showing how certain…
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