2021
DOI: 10.3390/ijfs9020032
|View full text |Cite
|
Sign up to set email alerts
|

Relativistic Option Pricing

Abstract: The change of information near light speed, advances in high-speed trading, spatial arbitrage strategies and foreseen space exploration, suggest the need to consider the effects of the theory of relativity in finance models. Time and space, under certain circumstances, are not dissociated and can no longer be interpreted as Euclidean. This paper provides an overview of the research made in this field while formally defining the key notions of spacetime, proper time and an understanding of how time dilation imp… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

0
0
0

Year Published

2023
2023
2023
2023

Publication Types

Select...
1

Relationship

0
1

Authors

Journals

citations
Cited by 1 publication
references
References 38 publications
0
0
0
Order By: Relevance