"Nonlocal Diffusions and the Quantum Black-Scholes Equation: Modelling the Market Fear Factor" by Will Hicks

Selected Works of Dr. William D. Hicks

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Nonlocal Diffusions and the Quantum Black-Scholes Equation: Modelling the Market Fear Factor

Communications on Stochastic Analysis

Will Hicks, Investec Bank PLC, 30 Gresham Street, London EC2V 7QP, United Kingdom

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Disciplines

Analysis,
Mathematics and
Other Mathematics

DOI

10.31390/cosa.12.2.01

Publication Date

10-1-2018

Citation Information

Will Hicks. "Nonlocal Diffusions and the Quantum Black-Scholes Equation: Modelling the Market Fear Factor" (2018)
Available at: http://works.bepress.com/will-hicks/20/