About the Relationship Between Quantum Mechanics and Finances
DOI:
https://doi.org/10.15381/pesquimat.v26i2.27205Keywords:
Schrödinger equation, Black-Scholes equation, financial options, partial differential equations, stochastic differential equationsAbstract
The present article has as a goal to show an alternative way for deriving the Black-Scholes equation using the Schrödinger equation of quantum mechanics, taking into account that both of these partial differential equations are quite similar.
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Copyright (c) 2023 Luis Enrique Quispe Gallegos, César Romaní Meza
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