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Main Authors: Li, Pengpeng, Liang, Shi-Dong
Format: Preprint
Published: 2026
Subjects:
Online Access:https://arxiv.org/abs/2601.00293
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author Li, Pengpeng
Liang, Shi-Dong
author_facet Li, Pengpeng
Liang, Shi-Dong
contents Based on the analog between the stochastic dynamics and quantum harmonic oscillator, we propose a market force driving model to generalize the Black-Scholes model in finance market. We give new schemes of option pricing, in which we can take various unexpected market behaviors into account to modify the option pricing. As examples, we present several market forces to analyze their effects on the option pricing. These results provide us two practical applications. One is to be used as a new scheme of option pricing when we can predict some hidden market forces or behaviors emerging. The other implies the existence of some risk premium when some unexpected forces emerge.
format Preprint
id arxiv_https___arxiv_org_abs_2601_00293
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Option Pricing beyond Black-Scholes Model:Quantum Mechanics Approach
Li, Pengpeng
Liang, Shi-Dong
Risk Management
Based on the analog between the stochastic dynamics and quantum harmonic oscillator, we propose a market force driving model to generalize the Black-Scholes model in finance market. We give new schemes of option pricing, in which we can take various unexpected market behaviors into account to modify the option pricing. As examples, we present several market forces to analyze their effects on the option pricing. These results provide us two practical applications. One is to be used as a new scheme of option pricing when we can predict some hidden market forces or behaviors emerging. The other implies the existence of some risk premium when some unexpected forces emerge.
title Option Pricing beyond Black-Scholes Model:Quantum Mechanics Approach
topic Risk Management
url https://arxiv.org/abs/2601.00293