摘要翻译：
受Segal和Segal在量子环境下对Black-Scholes定价公式的研究的启发，我们在Hudson-Parthasarathy量子随机演算中研究了Black-Scholes方程的量子推广。我们的模型包括用量子布朗运动和泊松过程描述的股票市场。
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英文标题：
《The Quantum Black-Scholes Equation》
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作者：
Luigi Accardi and Andreas Boukas
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最新提交年份：
2007
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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一级分类：Physics        物理学
二级分类：Mathematical Physics        数学物理
分类描述：Articles in this category focus on areas of research that illustrate the application of mathematics to problems in physics, develop mathematical methods for such applications, or provide mathematically rigorous formulations of existing physical theories. Submissions to math-ph should be of interest to both physically oriented mathematicians and mathematically oriented physicists; submissions which are primarily of interest to theoretical physicists or to mathematicians should probably be directed to the respective physics/math categories
这一类别的文章集中在说明数学在物理问题中的应用的研究领域，为这类应用开发数学方法，或提供现有物理理论的数学严格公式。提交的数学-PH应该对物理方向的数学家和数学方向的物理学家都感兴趣；主要对理论物理学家或数学家感兴趣的投稿可能应该指向各自的物理/数学类别
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一级分类：Mathematics        数学
二级分类：Mathematical Physics        数学物理
分类描述：math.MP is an alias for math-ph. Articles in this category focus on areas of research that illustrate the application of mathematics to problems in physics, develop mathematical methods for such applications, or provide mathematically rigorous formulations of existing physical theories. Submissions to math-ph should be of interest to both physically oriented mathematicians and mathematically oriented physicists; submissions which are primarily of interest to theoretical physicists or to mathematicians should probably be directed to the respective physics/math categories
math.mp是math-ph的别名。这一类别的文章集中在说明数学在物理问题中的应用的研究领域，为这类应用开发数学方法，或提供现有物理理论的数学严格公式。提交的数学-PH应该对物理方向的数学家和数学方向的物理学家都感兴趣；主要对理论物理学家或数学家感兴趣的投稿可能应该指向各自的物理/数学类别
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英文摘要：
  Motivated by the work of Segal and Segal on the Black-Scholes pricing formula in the quantum context, we study a quantum extension of the Black-Scholes equation within the context of Hudson-Parthasarathy quantum stochastic calculus. Our model includes stock markets described by quantum Brownian motion and Poisson process.
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PDF链接：
https://arxiv.org/pdf/0706.1300