Noncommutative Valuation of Options

Estanislao Herscovich ()
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Estanislao Herscovich: IF - Institut Fourier - CNRS - Centre National de la Recherche Scientifique - UGA [2016-2019] - Université Grenoble Alpes [2016-2019]

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Date: 2016-12
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Published in Reports on Mathematical Physics, 2016, 78 (3), pp.371 - 386. ⟨10.1016/S0034-4877(17)30015-0⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01710578

DOI: 10.1016/S0034-4877(17)30015-0

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