William Hicks

Memorial University Of Newfoundland

  • Memorial University Of Newfoundland

    • Email
    • Tel: +447779719236
SCHOLARLY PAPERS

8

DOWNLOADS

178

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Ideas:
“  Quantum Stochastic Calculus Application of Quantum Formalism to Finance McKean Stochastic Differential Equations  ”

  • Memorial University Of Newfoundland

    • Email
    • Tel: +447779719236

Scholarly Papers (8)

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1.

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

Number of pages: 21 Posted: 20 Jun 2018 Last Revised: 12 Jul 2018
William Hicks
Memorial University Of Newfoundland
Downloads 39 (645,355)
Citation 1

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Non-commutative Black-Scholes, McKean SDE, Hudson Parthasarathy Quantum Stochastic Processes

2.

Closed Quantum Black-Scholes: Quantum Drift and the Heisenberg Equation of Motion

Number of pages: 18 Posted: 31 Dec 2019
William Hicks
Memorial University Of Newfoundland
Downloads 32 (689,083)
Citation 1

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Quantum Black-Scholes, Heisenberg Equation of Motion

3.

Wild Randomness, and the application of Hyperbolic Diffusion in Financial Modelling

Number of pages: 10 Posted: 09 Mar 2021 Last Revised: 06 Apr 2021
William Hicks
Memorial University Of Newfoundland
Downloads 26 (731,054)

Abstract:

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Quantum Probability, Black-Scholes

4.

PT Symmetry, Non-Gaussian Path Integrals, and the Quantum Black-Scholes Equation

Number of pages: 22 Posted: 27 Dec 2018 Last Revised: 20 Jan 2019
William Hicks
Memorial University Of Newfoundland
Downloads 25 (738,508)

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Quantum Black-Scholes, Non-Gaussian Kernels, Quantum Stochastic Calculus

5.

A Nonlocal Approach to The Quantum Kolmogorov Backward Equation and Links to Noncommutative Geometry

Number of pages: 19 Posted: 13 Jun 2019
William Hicks
Memorial University Of Newfoundland
Downloads 20 (777,557)
Citation 1

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Quantum Stochastic Calculus, Quantum Black-Scholes, Noncommutative Geometry

6.

Pseudo-Hermiticity, Martingale Processes, and Non-Arbitrage Pricing

Number of pages: 15 Posted: 20 Oct 2020 Last Revised: 06 Apr 2021
William Hicks
Memorial University Of Newfoundland
Downloads 18 (794,020)

Abstract:

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Quantum Probability, Black-Scholes

7.

Modelling Illiquid Stocks Using Quantum Stochastic Calculus

Number of pages: 19 Posted: 13 Feb 2023
William Hicks
Memorial University Of Newfoundland
Downloads 11 (856,309)

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Quantum Stochastic Calculus, Quantum Black Scholes

8.

Modelling Illiquid Stocks Using Quantum Stochastic Calculus: Asymptotic Methods

Number of pages: 20 Posted: 10 Feb 2023
William Hicks
Memorial University Of Newfoundland
Downloads 7 (893,007)
Citation 1

Abstract:

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Quantum Stochastic Calculus, Quantum Black Scholes