Relativistic option pricing
Year of publication: |
2021
|
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Authors: | Carvalho, Vítor Hugo Ferreira ; Gaspar, Raquel M. |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 9.2021, 2, Art.-No. 32, p. 1-24
|
Subject: | econophysics | proper time | spacetime finance | time dilation | Optionspreistheorie | Option pricing theory | Ökonophysik | Econophysics | Zeit | Time | Stochastischer Prozess | Stochastic process |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs9020032 [DOI] hdl:10419/257777 [Handle] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G17 - Financial Forecasting ; G19 - General Financial Markets. Other |
Source: | ECONIS - Online Catalogue of the ZBW |
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