Resonant Transmission Line Method for Econophysics models
General Physics
2016-09-08 v1
Abstract
In a recent paper [1304.6846], Racorean introduced a formal similarity of the Black-Sholes stock pricing model with a Schr\"odinger equation. We use a previously introduced method of a resonant transmission line for arbitrary 2nd order Sturm-Liouville problems to attack the same problem from a different perspective revealing some deep structures in the naturally associated eigenvalue problem.
Cite
@article{arxiv.1609.02028,
title = {Resonant Transmission Line Method for Econophysics models},
author = {T. E. Raptis},
journal= {arXiv preprint arXiv:1609.02028},
year = {2016}
}
Comments
8 pages