AIP conference proceedings

The Use of the Information Wave Function in a Drift Dependent Option Price: A Simple Example

Emmanuel E. Haven, Luigi Accardi, Guillaume Adenier, Christopher A. Fuchs, Gregg S. Jaeger, Andrei Yu. Khrennikov, Jan-Åke Larsson, Stig Stenholm

Published Jan 1, 2009• 0 citations

Publisher

Abstract

This paper briefly describes how a drift‐dependent option price is obtained, following the work of Tan [12]. We briefly argue how the information wave function concept, which has now been used in various financial settings, can be used in this type of option price.

DOI: 10.1063/1.3109974

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