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Adaptive Wave Models for Option Pricing Evolution: Nonlinear and Quantum Schrödinger Approaches
Blacs-Scholes option pricing adaptive nonlinear Schroding ereqtion adaptive Manakov system quantum-mechanical option pricing market-heat potential
2010/4/27
Adaptive wave model for financial option pricing is proposed, as a high-complexity alternative to the standard Black--Scholes model. The new option-pricing model, representing a controlled Brownian mo...