Browsing by Author "ae0b91cb-e603-4839-8551-ee1371a53355"
Now showing items 1-1 of 1
-
A Quantum Mechanics Approach to Pricing Binary Options: an Application to the S&P 500
Suárez-Lledó Grande, José; Sánchez-Reyes Febrián, AdriánIn this paper we analyze two relevant dimensions of the properties of binary options. First, we provide new insights into the risk-reward profile of these options and an application to portfolio management. Using an algorithm ...