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2010•Physica A Statistical Mechanics and its ApplicationsRequires access

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

Mauricio Contreras, Rely Pellicer, Marcelo Villena, Aaron Ruiz

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Key concepts: Black–Scholes model, Arbitrage, Valuation of options, Mathematical economics, Mathematics, Applied mathematics, Economics, Econometrics

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