Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: PT Symmetry, Non-Gaussian Path Integrals, and the Quantum Black-Scholes
  Equation   The Accardi-Boukas quantum Black-Scholes framework, provides a means by which
one can apply the Hudson-Parthasarathy quantum stochastic calculus to problems
in finance. Solutions to these equations can be modelled using nonlocal
diffusion processes, via a Kramers-Moyal expansion, and this provides useful
tools to understand their behaviour. In this paper we develop further links
between quantum stochastic processes, and nonlocal diffusions, by inverting the
question, and showing how certain nonlocal diffusions can be written as quantum
stochastic processes. We then go on to show how one can use path integral
formalism, and PT symmetric quantum mechanics, to build a non-Gaussian kernel
function for the Accardi-Boukas quantum Black-Scholes. Behaviours observed in
the real market are a natural model output, rather than something that must be
deliberately included.

21
The categories of this paper are: adap-org
16
The categories of this paper are: stat
5
The categories of this paper are: gr-qc
0
The categories of this paper are: hep-ph
30
The categories of this paper are: q-alg
35
The categories of this paper are: mtrl-th
36
The categories of this paper are: cmp-lg
8
The categories of this paper are: hep-ex
25
The categories of this paper are: patt-sol
7
The categories of this paper are: hep-th
2
The categories of this paper are: math
12
The categories of this paper are: nucl-th
31
The categories of this paper are: ao-sci
26
The categories of this paper are: bayes-an
11
The categories of this paper are: hep-lat
9
The categories of this paper are: nlin