@misc{Wróblewski_M._Techniki_2015,
 author={Wróblewski, M.},
 copyright={Creative Commons Attribution BY 4.0 license},
 journal={Książka = Book},
 address={Warszawa},
 howpublished={online},
 year={2015},
 publisher={Instytut Badań Systemowych. Polska Akademia Nauk},
 publisher={Systems Research Institute. Polish Academy of Sciences},
 language={eng},
 abstract={Heisenberg uncertainty principle is defined for the economic world. We want to find out why there are difficulties in forecasting stock and option prices at the basis of historical data. We will consider stochastic noise that is determined by human based psychological inclinations. As a improvement of our last, linear based Schr¨odinger model, we would like to propose new model based on nonlinear Schr¨odinger equation. Model was calibrated using market data. Calibration was performed using Levenberg-Marquardt algorithm.},
 type={Text},
 title={Techniki informacyjne teoria i zastosowania * Wybrane problemy * European option pricing by non-linear schrődinger equation},
 URL={http://rcin.org.pl/ibsys/Content/198696/PDF/KS-2015-03-T5P08.pdf},
}