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- W3176705220 abstract "Classical quantitative finance models such as the Geometric Brownian Motion or its later extensions such as local or stochastic volatility models do not make sense when seen from a physics-based perspective, as they are all equivalent to a negative mass oscillator with a noise. This paper presents an alternative formulation based on insights from physics." @default.
- W3176705220 created "2021-07-05" @default.
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- W3176705220 date "2020-01-01" @default.
- W3176705220 modified "2023-10-18" @default.
- W3176705220 title "The Inverted Parabola World of Classical Quantitative Finance: Non-Equilibrium and Non-Perturbative Finance Perspective" @default.
- W3176705220 doi "https://doi.org/10.2139/ssrn.3669972" @default.
- W3176705220 hasPublicationYear "2020" @default.
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