Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods

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Citations

"Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods"
written by Mauricio Contreras, Rely Pellicer, Daniel Santiagos, Marcelo Villena,
published by Journal of Mathematical Finance, Vol.6 No.4, 2016

has been cited by the following article(s):

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[3]	Three little arbitrage theorems.
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[4]	Bell-Korrelationen und Finanzmärkte
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[5]	Endogenous Stochastic Arbitrage Bubbles and the Black–Scholes model.
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[6]	Resonance phenomena in option pricing with arbitrage
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[7]	Valuación de opciones financieras con arbitraje por medio de la ecuación de Black Scholes mediante un esquema de diferencias finitas/Financial Option Valuation …
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[8]	Valuación de opciones financieras con arbitraje por medio de la ecuación de Black Scholes mediante un esquema de diferencias finitas
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[1]	Modified Heisenberg Commutation Relations, Free Schrödinger Equations, Tunnel Effect and Its Connections with the Black–Scholes Equation Axioms, 2025 DOI:10.3390/axioms14010060

[2]	Three little arbitrage theorems Frontiers in Applied Mathematics and Statistics, 2023 DOI:10.3389/fams.2023.1138663

[3]	Endogenous stochastic arbitrage bubbles and the Black–Scholes model Physica A: Statistical Mechanics and its Applications, 2021 DOI:10.1016/j.physa.2021.126323

[4]	Endogenous stochastic arbitrage bubbles and the Black–Scholes model Physica A: Statistical Mechanics and its Applications, 2021 DOI:10.1016/j.physa.2021.126323

[5]	Resonance phenomena in option pricing with arbitrage Physica A: Statistical Mechanics and its Applications, 2019 DOI:10.1016/j.physa.2019.123238

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