| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10482192 | Physica A: Statistical Mechanics and its Applications | 2012 | 5 Pages |
Abstract
⺠We show that the Black-Scholes Hamiltonian is eta-pseudo Hermitian. ⺠The metric operator eta is determined explicitly. ⺠Black-Scholes Hamiltonian and its partner form a pseudo supersymmetric system.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
T.K. Jana, P. Roy,