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Nonlocal Diffusions and the Quantum Black-Scholes Equation: Modelling the Market Fear Factor

  • Investec Bank PLC, 30 Gresham Street, London EC2V 7QP, United Kingdom

Research output: Contribution to journalArticlepeer-review

Original languageAmerican English
JournalDefault journal
DOIs
StatePublished - Oct 1 2018
Externally publishedYes

Disciplines

  • Analysis
  • Mathematics
  • Other Mathematics

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