Quantum finance

DOI10.1016/S0378-4371(02)01200-1zbMath1001.91041arXivphysics/0203006OpenAlexW3037915572MaRDI QIDQ1847472

Martin Schaden

Publication date: 26 November 2002

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/physics/0203006

zbMATH Keywords

linear operatorsHilbert space market-state basissecondary financial market models

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

Related Items (13)

Quantum spatial-periodic harmonic model for daily price-limited stock markets ⋮ Application of quantum master equation for long-term prognosis of asset-prices ⋮ A quantum anharmonic oscillator model for the stock market ⋮ Simplified stock markets described by number operators ⋮ A quantum model of supply and demand ⋮ Quantum financial economics -- risk and returns ⋮ Quantum ideas for classical systems ⋮ New phenomenons induced by quantum discord and the initial state parameter in the quantum Stackelberg duopoly game ⋮ Noncommutative valuation of options ⋮ Emergent quantum mechanics of finances ⋮ Quantum credit loans ⋮ Quantum structure in cognition ⋮ The conjunction fallacy and interference effects

Cites Work

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• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
• Introduction to Econophysics
• Option pricing: A simplified approach

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