相关论文: Control of the Black-Scholes equation
Using the one dimensional free particle symmetries, the quantum finance symmetries are obtained. Namely, it is shown that Black-Scholes equation is invariant under Schr\"odinger group. In order to do this, the one dimensional free…
We study the boundary control problems for the wave, heat, and Schr\"odinger equations on a finite graph. We suppose that the graph is a tree (i.e., it does not contain cycles), and on each edge an equation is defined. The control is acting…
We prove controllability of the Schr\"odinger equation in $\mathbb{R}^d$ in any time $T > 0$ with internal control supported on nonempty, periodic, open sets. This demonstrates in particular that controllability of the Schr\"odinger…
The Schr\"{o}dinger equation has the property that when changing the length scale by $\vec{r} \to \epsilon \vec{r}$ and the energy scale by $E \to E / \epsilon^2$, the shape of the wavefunction remains unchanged. The same re-scaling leaves…
We derive in a direct and rather straightforward way the null controllability of the N-dimensional heat equation in a bounded cylinder with boundary control at one end of the cylinder. We use the so-called flatness approach, which consists…
In this paper, we intend to present some already known results about the internal controllability of the linear and nonlinear Schr\"odinger equation. After presenting the basic properties of the equation, we give a self contained proof of…
Black-Scholes equation as one of the most celebrated mathematical models has an explicit analytical solution known as the Black-Scholes formula. Later variations of the equation, such as fractional or nonlinear Black-Scholes equations, do…
In this paper, we construct quantum circuits for the Black-Scholes equations, a cornerstone of financial modeling, based on a quantum algorithm that overcome the cure of high dimensionality. Our approach leverages the Schr\"odingerisation…
We investigate the thermodynamic properties of static nonlinearly scalarized black holes in Einstein-scalar-Gauss-Bonnet theory with polynomial coupling functions. Based on the scalarized solutions constructed previously, we compute…
We consider the control problem for the generalized heat equation for a Schroedinger operator on a domain with a reflection symmetry with respect to a hyperplane. We show that if this system is null-controllable, then so is the system on…
We derive in a direct way the exact controllability of the 1D free Schr\"odinger equation with Dirichlet boundary control. We use the so-called flatness approach, which consists in parametrizing the solution and the control by the…
We derive in a straightforward way the null controllability of a 1-D heat equation with boundary control. We use the so-called {\em flatness approach}, which consists in parameterizing the solution and the control by the derivatives of a…
Scale invariance is a central organizing principle in physics, underlying phenomena that range from critical behaviour in statistical mechanics to transport and chaos in nonlinear dynamical systems. Here we present a unified and physically…
The Nobel Prize winning Black-Scholes equation for stock options and the heat equation can both be written in the form \[ \frac{\partial u}{\partial t}=P_2(A)u, \] where $P_2(z)=\alpha z^2+ \beta z+\gamma$ is a quadratic polynomial with…
We study a method of reducing space dimension in multi-dimensional Black-Scholes partial differential equations as well as in multi-dimensional parabolic equations. We prove that a multiplicative transformation of space variables in the…
The introduction of nonlinearities in the Schr\"odinger equation has been considered in the literature as an effective manner to describe the action of external environments or mean fields. Here, in particular, we explore the nonlinear…
This work mainly focuses on the nonlinear Einstein-Euler-Heisenberg theory and its applications from various aspects. Firstly, thermodynamic variables are analytically determined via Smarr formula for a four dimensional spherically…
Black-Scholes implied volatility is a quantile. The insight follows from the normalized option price being a probability on the variance scale, with the inverse Gaussian distribution providing the link. It enables analytically exact and…
We derive in a direct and rather straightforward way the null controllability of a 2-D heat equation with boundary control. We use the so-called flatness approach, which consists in parameterizing the solution and the control by the…
We revisit the classical thermodynamic stability of the standard black hole solutions by implementing the intrinsic necessary and sufficient conditions for stable global and local thermodynamic equilibrium. The criteria for such equilibria…