Non-linear Black-Scholes Option Pricing Model based on Quantum Dynamics.

Marcin Wróblewski Andrzej Myslinski

Published in: COMPLEXIS (2022)

Keyphrases

black scholes
option pricing
stock price
decision analysis
fuzzy numbers
stock exchange
financial markets
numerical methods
capital budgeting
dynamical systems
real option
keywords
long term
attribute values
black scholes model