Concepedia

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

Ivan Arraut, Alan Au, Alan Ching-biu Tse, Carlos Segovia

Physica A Statistical Mechanics and its Applications · 2019 · 10 citations · 44 references

DOIFull text

Open access

Concepts

References

44

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

, , +13

Option pricing when underlying stock returns are discontinuous

Robert C. Merton · Journal of Financial Economics · 1976 · 6.1K citations · Full text

, , +16

“Options, Futures, and Other Derivatives”

AMBER – ABBS Management Business and Entrepreneurship Review · 2016 · 5.2K citations · Full text

, , +11

Empirical Model Building and Response Surfaces

Anne E. Freeny, George E. P. Box, Norman R. Draper · Technometrics · 1988 · 5.1K citations

, , +12

The valuation of options for alternative stochastic processes

John C. Cox, Stephen A. Ross · Journal of Financial Economics · 1976 · 3K citations

, , +12