{
  "id": "1603.02792",
  "version": "v1",
  "published": "2016-03-09T07:07:38.000Z",
  "updated": "2016-03-09T07:07:38.000Z",
  "title": "Appearances of pseudo-bosons from Black-Scholes equation",
  "authors": [
    "Fabio Bagarello"
  ],
  "comment": "In press in Journal of Mathematical Physics",
  "categories": [
    "math-ph",
    "math.MP"
  ],
  "abstract": "It is a well known fact that the Black-Scholes equation admits an alternative representation as a Schr\\\"odinger equation expressed in terms of a non self-adjoint hamiltonian. We show how {\\em pseudo-bosons}, linear or not, naturally arise in this context, and how they can be used in the computation of the pricing kernel.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2016-03-09T07:07:38.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "pseudo-bosons",
      "appearances",
      "black-scholes equation admits",
      "non self-adjoint hamiltonian",
      "alternative representation"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}