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The Black–Scholes equation in finance: Quantum mechanical approaches
Physica A: Statistical Mechanics and its Applications,
2023
DOI:10.1016/j.physa.2023.128909
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[2]
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The Black–Scholes equation in finance: Quantum mechanical approaches
Physica A: Statistical Mechanics and its Applications,
2023
DOI:10.1016/j.physa.2023.128909
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[3]
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The Black–Scholes equation in finance: Quantum mechanical approaches
Physica A: Statistical Mechanics and its Applications,
2023
DOI:10.1016/j.physa.2023.128909
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[4]
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Integrability, Variational Principle, Bifurcation, and New Wave Solutions for the Ivancevic Option Pricing Model
Journal of Mathematics,
2022
DOI:10.1155/2022/9354856
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[5]
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Integrability, Variational Principle, Bifurcation, and New Wave Solutions for the Ivancevic Option Pricing Model
Journal of Mathematics,
2022
DOI:10.1155/2022/9354856
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[6]
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Predicting the stock price of frontier markets using modified Black–Scholes Option pricing model and machine learning
Physica A: Statistical Mechanics and its Applications,
2020
DOI:10.1016/j.physa.2020.124444
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[7]
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A novel analytical technique for the solution of time-fractional Ivancevic option pricing model
Physica A: Statistical Mechanics and its Applications,
2020
DOI:10.1016/j.physa.2020.124380
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[8]
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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
Physica A: Statistical Mechanics and its Applications,
2019
DOI:10.1016/j.physa.2019.04.264
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[9]
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Lie symmetry analysis and conservation laws for the time fractional Black-Scholes equation
International Journal of Geometric Methods in Modern Physics,
2019
DOI:10.1142/S0219887820500103
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[10]
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Approximate solutions of a variable volatility driven black-scholes option pricing model
2017 2nd International Conference on Knowledge Engineering and Applications (ICKEA),
2017
DOI:10.1109/ICKEA.2017.8169936
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