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arXiv · 1002.1667

The Black-Scholes Equation and Certain Quantum Hamiltonians

Juan M. Romero·O. Gonzalez-Gaxiola·J. Ruiz de Chavez·R. Bernal-Jaquez
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Abstract

In this paper a quantum mechanics is built by means of a non-Hermitian momentum operator. We have shown that it is possible to construct two Hermitian and two non-Hermitian type of Hamiltonians using this momentum operator. We can construct a generalized supersymmetric quantum mechanics that has a dual based on these Hamiltonians. In addition, it is shown that the non-Hermitian Hamiltonians of this theory can be related to Hamiltonians that naturally arise in the so-called quantum finance.

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BibTeXRIS

Juan M. Romero, O. Gonzalez-Gaxiola, J. Ruiz de Chavez, R. Bernal-Jaquez. 2011-01-12. The Black-Scholes Equation and Certain Quantum Hamiltonians. https://arxiv.org/abs/1002.1667

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