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1 个结果
  • 简介:Inthispaper,aquantummodelforthebinomialmarketinfinanceisproposed.Weshowthatitsrisk-neutralworldexhibitsanintriguingstructureasadiskintheunitballofR^3,whoseradiusisafunctionoftherisk-freeinterestratewithtwothresholdswhichpreventarbitrageopportunitiesfromthisquantummarket.Furthermore,fromthequantummechanicalpointofviewwere-deducetheCox-Ross-RubinsteinbinomialoptionpricingformulabyconsideringMaxwell-BoltzmannstatisticsofthesystemofNdistinguishableparticles.

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