To what degree are complex numbers useful in finance? I have not seen much discussed on it, a little here:
"The use of complex numbers enables to move from the positive to the negative rates environment without creating prices discrepancies that are surely obtained when using the normal pricing structure."
Black’s model in a negative interest rate environment, with application to OTC derivatives
"Figure 1 shows an illustrative example of the cumulative standard normal distribution in the field of complex numbers."