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- W2945162616 abstract "The Accardi-Boukas quantum Black-Scholes equation can be used as an alternative to the classical approach to finance, and has been found to have a number of useful benefits. The quantum Kolmogorov backward equations, and associated quantum Fokker-Planck equations, that arise from this general framework, are derived using the Hudson-Parthasarathy quantum stochastic calculus. In this paper we show how these equations can be derived using a nonlocal approach to quantum mechanics. We show how nonlocal diffusions, and quantum stochastic processes can be linked, and discuss how moment matching can be used for deriving solutions." @default.
- W2945162616 created "2019-05-29" @default.
- W2945162616 creator A5077299095 @default.
- W2945162616 date "2019-05-17" @default.
- W2945162616 modified "2023-09-23" @default.
- W2945162616 title "A Nonlocal Approach to The Quantum Kolmogorov Backward Equation and Links to Noncommutative Geometry" @default.
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