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  • Search: subject:"Black-Scholes option price"
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Subject
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Black-Scholes option price 2 Black-Scholes model 1 Black-Scholes-Modell 1 Hedging 1 Jump diffusion 1 Multi-step double barrier option 1 Nelson–Brownian motion 1 Newton- Bohm trajectory 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Schrödinger equation 1 Static hedging 1 Stochastic process 1 Stochastischer Prozess 1 Wave-equivalent Black–Scholes option price 1 information function 1 mean forward (backward) derivative 1 probability amplitude 1 superposition 1 wave function 1
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Undetermined 2
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 2 English 1
Author
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Haven, Emmanuel 2 Ko, Bangwon 1 Lee, Hangsuck 1 Lee, Minha 1
Published in...
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Finance research letters 1 Journal for Economic Forecasting 1 Physica A: Statistical Mechanics and its Applications 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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The pricing and static hedging of multi-step double barrier options
Lee, Hangsuck; Ko, Bangwon; Lee, Minha - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473264
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Elementary Quantum Mechanical Principles and Social Science: Is There a Connection?
Haven, Emmanuel - In: Journal for Economic Forecasting 5 (2008) 1, pp. 41-58
In this paper we provide first for a brief overview of some of the work which has been performed on the interface of quantum mechanics and macroscopic systems (such as economics). We then provide for an overview of how such quantum mechanical concepts can enter financial option pricing theory....
Persistent link: https://www.econbiz.de/10005612232
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The wave-equivalent of the Black–Scholes option price: an interpretation
Haven, Emmanuel - In: Physica A: Statistical Mechanics and its Applications 344 (2004) 1, pp. 142-145
We propose an interpretation of the wave-equivalent of the Black–Scholes option price. We consider Nelson's version of …
Persistent link: https://www.econbiz.de/10010590792
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