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The Journal of Derivatives

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Quantum Option Pricing and Quantum Finance

Sergio Focardi, Frank J. Fabozzi and Davide Mazza
The Journal of Derivatives Fall 2020, jod.2020.1.111; DOI: https://doi.org/10.3905/jod.2020.1.111
Sergio Focardi
is a professor of finance at Léonard de Vinci Pôle Universitaire in Paris, France
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Frank J. Fabozzi
is a professor of finance at EDHEC Business School in Nice, France
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Davide Mazza
is a professor of finance at Léonard de Vinci Pôle Universitaire in Paris, France
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Article Information

jod.2020.1.111
DOI 
https://doi.org/10.3905/jod.2020.1.111

Published By 
Pageant Media Ltd
Print ISSN 
1074-1240
Online ISSN 
2168-8524
History 
  • Published online May 28, 2020.

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  • Latest version (May 28, 2020 - 06:19).
  • You are currently viewing a Latest version of this article (May 28, 2020 - 06:52).
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© 2020 Pageant Media Ltd

Author Information

  1. Sergio Focardi
    1. is a professor of finance at Léonard de Vinci Pôle Universitaire in Paris, France. (sergio.focardi{at}devinci.fr)
  2. Frank J. Fabozzi
    1. is a professor of finance at EDHEC Business School in Nice, France. (frank.fabozzi{at}edhec.edu)
  3. Davide Mazza
    1. is a professor of finance at Léonard de Vinci Pôle Universitaire in Paris, France. (davide.mazza{at}devinci.fr)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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The Journal of Derivatives: 29 (5)
The Journal of Derivatives
Vol. 29, Issue 5
Summer 2022
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Quantum Option Pricing and Quantum Finance
Sergio Focardi, Frank J. Fabozzi, Davide Mazza
The Journal of Derivatives May 2020, jod.2020.1.111; DOI: 10.3905/jod.2020.1.111

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Quantum Option Pricing and Quantum Finance
Sergio Focardi, Frank J. Fabozzi, Davide Mazza
The Journal of Derivatives May 2020, jod.2020.1.111; DOI: 10.3905/jod.2020.1.111
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  • Article
    • Abstract
    • SCOPE OF THE PRESENT WORK
    • THE SCIENTIFIC FRAMEWORK
    • QUANTUM PROBABILITY
    • QUANTIZATION, BINOMIAL MODELS
    • QUANTUM STOCHASTIC PROCESSES AND THE QUANTUM BLACK-SCHOLES FORMULA
    • QUANTUM OPTION PRICING AND QUANTUM ASSET PRICING THEORY
    • CONCLUSION
    • ADDITIONAL READING
    • ENDNOTES
    • REFERENCES
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