Application of Bohmian mechanics to dynamics of prices of shares: Stochastic model of Bohm-Vigier from properties of price trajectories (Q2426167): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Application of Bohmian mechanics to dynamics of prices of shares: Stochastic model of Bohm-Vigier from properties of price trajectories	scientific article

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instance of

scholarly article

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title

Application of Bohmian mechanics to dynamics of prices of shares: Stochastic model of Bohm-Vigier from properties of price trajectories (English)

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author

Olga Choustova

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published in

International Journal of Theoretical Physics

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publication date

21 April 2008

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zbMATH Keywords

quantum-like models

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price-dynamics

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smoothness of trajectories

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quadratic variation of price-trajectories

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stochastic model of Bohm-Vigier

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10773-007-9469-0

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cites work

Applications of quantum statistics in psychological studies of decision processes

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Q4542030

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Quantum equilibria for macroscopic systems

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A discussion on embedding the Black-Scholes option pricing model in a quantum physics setting

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A Black-Scholes Schrödinger option price: `bit' versus `qubit'

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Analytical solutions to the backward Kolmogorov PDE via an adiabatic approximation to the Schrödinger PDE

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Q3426503

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<i>K</i> -Theory of Twisted Differential Operators

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Q4942086

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Information dynamics in cognitive, psychological, social and anomalous phenomena.

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The principle of supplementarity: a contextual probabilistic viewpoint to complementarity, the interference of probabilities and incompatibility of variables in quantum mechanics

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Introduction to Econophysics

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The Black–Scholes pricing formula in the quantum context

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Q4220653

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Identifiers

zbMATH Open document ID

1133.91500

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DOI

10.1007/s10773-007-9469-0

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+Quantum equilibria for macroscopic systems
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@@ Property / cites work @@
+A discussion on embedding the Black-Scholes option pricing model in a quantum physics setting
+Normal rank
@@ Property / cites work @@
+A Black-Scholes Schrödinger option price: `bit' versus `qubit'
+Normal rank
@@ Property / cites work @@
+Analytical solutions to the backward Kolmogorov PDE via an adiabatic approximation to the Schrödinger PDE
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@@ Property / cites work @@
+Q3426503
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@@ Property / cites work @@
+<i>K</i> -Theory of Twisted Differential Operators
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@@ Property / cites work @@
+Q4942086
@@ Property / cites work: Q4942086 / rank @@
+Normal rank
@@ Property / cites work @@
+Information dynamics in cognitive, psychological, social and anomalous phenomena.
+Normal rank
@@ Property / cites work @@
+The principle of supplementarity: a contextual probabilistic viewpoint to complementarity, the interference of probabilities and incompatibility of variables in quantum mechanics
+Normal rank
@@ Property / cites work @@
+Introduction to Econophysics
@@ Property / cites work: Introduction to Econophysics / rank @@
+Normal rank
@@ Property / cites work @@
+The Black–Scholes pricing formula in the quantum context
+Normal rank
@@ Property / cites work @@
+Q4220653
@@ Property / cites work: Q4220653 / rank @@
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