Journal of Applied Mathematics and Physics

Journal of Applied Mathematics and Physics

ISSN Print: 2327-4352
ISSN Online: 2327-4379
www.scirp.org/journal/jamp
E-mail: jamp@scirp.org
"On the Interconnectedness of Schrodinger and Black-Scholes Equation"
written by Ognjen Vukovic,
published by Journal of Applied Mathematics and Physics, Vol.3 No.9, 2015
has been cited by the following article(s):
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[2] Prolific new M-fractional soliton behaviors to the Schrödinger type Ivancevic option pricing model by two efficient techniques
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[3] El modelo de déficit esperado basado en el oscilador armónico cuántico
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[4] Symmetry Analysis of Geometries in General Relativity and Mathematical Models in Quantitative Finance
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[5] The quantum harmonic oscillator expected shortfall model.
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[6] Analytical solutions of the nonlinear Ivancevic options pricing model
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[7] The Black–Scholes equation in finance: Quantum mechanical approaches
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[8] Acerca de la relación entre la mecánica cuántica y las finanzas
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[9] Integrability, variational principle, bifurcation, and new wave solutions for the ivancevic option pricing model
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[10] Non-linear Black-Scholes Option Pricing Model based on Quantum Dynamics.
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[11] On this page
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[13] SOLVING THE IVANCEVIC OPTIONS PRICING MODEL WITH THE NUMERICAL METHOD SOME BLAISE-ABBO (SBA).
Advances in Differential …, 2021
[14] Predicting the stock price of frontier markets using modified Black–Scholes Option pricing model and machine learning
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[15] A novel analytical technique for the solution of time-fractional Ivancevic option pricing model
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[16] The connection between multiple prices of an Option at a given time with single prices defined at different times: The concept of weak-value in quantum finance
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[17] Lie symmetry analysis and conservation laws for the time fractional Black-Scholes equation
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[18] Predicting the Stock Price of Frontier Markets Using Modified Black-Scholes Option Pricing Model and Machine Learning
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[19] Solving the Ivancevic Pricing Model Using the He's Frecuency Amplitude Formulation
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[20] Approximate solutions of a variable volatility driven black-scholes option pricing model
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[21] Analytical solutions of the Ivancevic option pricing model with a nonzero adaptive market potential
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[22] The Black-Scholes Equation in Finance: Quantum Mechanical Approaches
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