Published March 10, 2009
| Version v1
Journal article
The Use of the Information Wave Function in a Drift Dependent Option Price: A Simple Example
Creators
- 1. School of Management-University Road-University of Leicester-Leicester LE1 7RH-United Kingdom (United Kingdom)
Description
This paper briefly describes how a drift-dependent option price is obtained, following the work of Tan. We briefly argue how the information wave function concept, which has now been used in various financial settings, can be used in this type of option price.
Additional details
Identifiers
- DOI
- 10.1063/1.3109974;
Publishing Information
- Journal Title
- AIP Conference Proceedings
- Journal Volume
- 1101
- Journal Issue
- 1
- Journal Page Range
- p. 74-77
- ISSN
- 0094-243X
- CODEN
- APCPCS
Conference
- Title
- 5. international conference on foundations of probabillity and physics
- Dates
- 24-27 Aug 2008
- Place
- Vaexjoe (Sweden)
INIS
- Country of Publication
- United States
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 41039353
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
- Resource subtype / Literary indicator
- Conference
- Descriptors DEI
- FUNCTIONS; PROBABILITY; QUANTUM INFORMATION; QUANTUM MECHANICS; WAVE FUNCTIONS
- Descriptors DEC
- FUNCTIONS; INFORMATION; MECHANICS
Optional Information
- Notes
- (c) 2009 American Institute of Physics