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Physica A Statistical Mechanics and its Applications

A quantum model of option pricing: When Black–Scholes meets Schrödinger and its semi-classical limit

Mauricio Contreras G., Rely Pellicer, Marcelo J. Villena, Aaron Ruiz

Published Aug 23, 2010• 45 citations
Publisher
DOI
10.1016/j.physa.2010.08.018

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