Appearances of pseudo-bosons from Black-Scholes equation
- Autori: Bagarello, F.
- Anno di pubblicazione: 2016
- Tipologia: Articolo in rivista (Articolo in rivista)
- OA Link: http://hdl.handle.net/10447/194953
Abstract
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.