Option price dynamics equation and models of quantum mechanics
نویسندگان
چکیده
منابع مشابه
Quantum Neural Computation for Option Price Modelling
We propose a new cognitive framework for option price modelling, using quantum neural computation formalism. Briefly, when we apply a classical nonlinear neuralnetwork learning to a linear quantum Schrödinger equation, as a result we get a nonlinear Schrödinger equation (NLS), performing as a quantum stochastic filter. In this paper, we present a bidirectional quantum associative memory model f...
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ژورنال
عنوان ژورنال: Journal of Physical Studies
سال: 2014
ISSN: 1027-4642,2310-0052
DOI: 10.30970/jps.18.1005