Information in asset pricing: a wave function approach

DOI10.1002/ANDP.200810333MaRDI QIDQ3612307zbMATH OpenOpenAlexFDO

Authors Hiromu Ishio, Emmanuel Haven

Publication date 3 March 2009

Published in Annalen der Physik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/andp.200810333

zbMATH Keywords

hypothesis of Universal Brownian motionInformation wave functionoption pricing.

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Recommendations

• The use of the information wave function in a drift dependent option price: a simple example
• Pilot-wave theory and financial option pricing
• Potential functions and the characterization of economics-based information
• The variation of financial arbitrage via the use of an information wave function
• Private information and the `Information function': A survey of possible uses

Cites work

• scientific article; zbMATH DE number 1774908 (Why is no real title available?)
• scientific article; zbMATH DE number 3265711 (Why is no real title available?)
• Stochastic processes. From physics to finance

Cited in

(10)

• Application of quantum master equation for long-term prognosis of asset-prices
• Emergence of fuzzy preferences for risk in a Birkhoff-von Neumann logics environment
• A Black-Scholes Schrödinger option price: `bit' versus `qubit'
• Asymmetric information and quantization in financial economics
• The variation of financial arbitrage via the use of an information wave function
• Pilot-wave theory and financial option pricing
• The use of the information wave function in a drift dependent option price: a simple example
• Social laser theory: a quantum-like framework for collective social dynamics
• Potential functions and the characterization of economics-based information
• The Blackwell and Dubins theorem and Rényi's amount of information measure: Some applications

This page was built for publication: Information in asset pricing: a wave function approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3612307)