Resonant Transmission Line Method for Econophysics models
Autor: | Raptis, T. E. |
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Rok vydání: | 2016 |
Předmět: | |
Druh dokumentu: | Working Paper |
Popis: | In a recent paper [1304.6846], Racorean introduced a formal similarity of the Black-Sholes stock pricing model with a Schr\"odinger equation. We use a previously introduced method of a resonant transmission line for arbitrary 2nd order Sturm-Liouville problems to attack the same problem from a different perspective revealing some deep structures in the naturally associated eigenvalue problem. Comment: 8 pages |
Databáze: | arXiv |
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