Autor:	Raptis, T. E.
Rok vydání:	2016
Předmět:	Physics - General Physics
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
Externí odkaz:	http://arxiv.org/abs/1609.02028 Zobrazit plný text záznamu View this record from Arxiv