Quantum effects in an expanded black-scholes model

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• who: Anantya Bhatnagar from the The Blackett Laboratory, Imperial College London, London , AZ, UK have published the research work: Quantum effects in an expanded Black-Scholes model, in the Journal: Eur. Phys. J. B (2022) 95 :138 of November/20,/2020
• what: The authors examine the efficacy of the nonclassical, or u2018quantum` Black-Scholes model proposed by Segal and Segal for the valuation of options by considering options prices based on several types of underlying stock in various sectors of the S and amp;P 500. The authors determine the percentage variance for each stock . . .
  

   

  

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