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Extra-Dimensional Approach to Option Pricing and Stochastic Volatility
Extra-Dimensional Option Pricing Stochastic Volatility
2010/4/27
The generalized 5D Black-Scholes differential equation with stochastic volatility is derived. The projections of the stochastic evolutions associated with the random variables from an enlarged space o...
Experimental Status of Corrections to Newton's Gravitational Law Inspired by Extra Dimensional Physics
Experimental Status Newton's Gravitational Law Extra Dimensional Physics
2010/10/19
Corrections to Newton’s gravitational law inspired by extra dimensional physics and by the exchange of light and massless elementary particles between the atoms of two macrobodies are considered. Thes...