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Bahsoun, W., Góra, P., Mayoral, S., & Morales, M. (2007). Random Dynamics and Finance: Constructing Implied Binomial Trees from a Predetermined Stationary Density. Applied Stochastic Models in Business and Industry, 23, 181-212.
https://doi.org/10.1002/asmb.663

has been cited by the following article:

• TITLE: Ergodic Properties of Motion in Quantum Harmonic Oscillator and Finance

  AUTHORS: Zbigniew S. Kowalski

  KEYWORDS: Quantum Harmonic Oscillator, Step Skew Product Transformation, Bernoulli Property, Asset Prices

  JOURNAL NAME: Theoretical Economics Letters, Vol.14 No.6, December 24, 2024

  ABSTRACT: We show the Bernoulli property of the skew product transformation describing particle motion in a one-dimensional quantum harmonic oscillator. Finally, the application of the binomial model for asset prices is presented.