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A Quantum Mechanics Approach to Pricing Binary Options: an Application to the S&P 500

A Quantum Mechanics Approach to Pricing Binary Options: an Application to the S&P 500

A Quantum Mechanics Approach to Pricing Binary Options: an Application to the S&P 500

tipo de documento Publicacion

Autores: Sánchez-Reyes Febrián, Adrián, Suárez-Lledó Grande, José

Etiquetas: black-scholes, quantum mechanics, binary options, asset pricing, differential stochastic calculus

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