The variation of financial arbitrage via the use of an information wave function

DOI10.1007/s10773-007-9506-zzbMath1278.81054OpenAlexW2052154847MaRDI QIDQ2426172

Emmanuel E. Haven

Publication date: 21 April 2008

Published in: International Journal of Theoretical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10773-007-9506-z

zbMATH Keywords

arbitragerisk-neutral probabilitiesInformation wave function

Mathematics Subject Classification ID

Foundations, quantum information and its processing, quantum axioms, and philosophy (81P99) Portfolio theory (91G10)

Related Items (7)

The use of action functionals within the quantum-like paradigm ⋮ Potential functions and the characterization of economics-based information ⋮ Asymmetric information and quantization in financial economics ⋮ The Blackwell and Dubins theorem and Rényi's amount of information measure: Some applications ⋮ The role of information in a two-traders market ⋮ Quantum mechanics and violations of the sure-thing principle: The use of probability interference and other concepts ⋮ Fisher information and quantum potential well model for finance

Cites Work

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• Private information and the `Information function': A survey of possible uses
• Martingales and arbitrage in multiperiod securities markets
• Information dynamics in cognitive, psychological, social and anomalous phenomena.
• Pilot-wave theory and financial option pricing
• Analytical solutions to the backward Kolmogorov PDE via an adiabatic approximation to the Schrödinger PDE
• A Course in Financial Calculus
• Séminaire de Probabilités XXXVIII
• An Introduction to Financial Option Valuation
• A Suggested Interpretation of the Quantum Theory in Terms of "Hidden" Variables. I

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