### Abstract

Original language | English |
---|---|

Pages (from-to) | 1-12 |

Number of pages | 12 |

Journal | Journal of Mathematical Physics |

Volume | 57 |

Publication status | Published - 2016 |

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### All Science Journal Classification (ASJC) codes

- Statistical and Nonlinear Physics
- Mathematical Physics

### Cite this

*Journal of Mathematical Physics*,

*57*, 1-12.

**Appearances of pseudo-bosons from Black-Scholes equation.** / Bagarello, Fabio; Bagarello.

Research output: Contribution to journal › Article

*Journal of Mathematical Physics*, vol. 57, pp. 1-12.

}

TY - JOUR

T1 - Appearances of pseudo-bosons from Black-Scholes equation

AU - Bagarello, Fabio

AU - Bagarello, null

PY - 2016

Y1 - 2016

N2 - It is a well known fact that the Black-Scholes equation admits an alternative representation as a Schrödinger equation expressed in terms of a non-self-adjoint Hamiltonian. We show how pseudo-bosons, linear or not, naturally arise in this context, and how they can be used in the computation of the pricing kernel.

AB - It is a well known fact that the Black-Scholes equation admits an alternative representation as a Schrödinger equation expressed in terms of a non-self-adjoint Hamiltonian. We show how pseudo-bosons, linear or not, naturally arise in this context, and how they can be used in the computation of the pricing kernel.

UR - http://hdl.handle.net/10447/194953

UR - http://scitation.aip.org/content/aip/journal/jmp

M3 - Article

VL - 57

SP - 1

EP - 12

JO - Journal of Mathematical Physics

JF - Journal of Mathematical Physics

SN - 0022-2488

ER -