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Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods

Journal of Mathematical Finance
doi 10.4236/jmf.2016.64042
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Abstract

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Date

January 1, 2016

Authors
Mauricio ContrerasRely PellicerDaniel SantiagosMarcelo Villena
Publisher

Scientific Research Publishing, Inc.


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