A path integral based model for stocks and order dynamics

DOI10.1016/J.PHYSA.2018.07.007OpenAlexW2789935899MaRDI QIDQ2153451FDOQ2153451

Giovanni Paolinelli, Gianni Arioli

Publication date: 4 July 2022

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

Full work available at URL: https://arxiv.org/abs/1803.07904

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zbMATH Keywords

econophysicsgauge theoryfinancial marketspath integralfat tailsstock pricesorders dynamics

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Equation of State Calculations by Fast Computing Machines
• Space-Time Approach to Non-Relativistic Quantum Mechanics
• Preface to the second edition
• Title not available (Why is that?)
• Interest Rates and Coupon Bonds in Quantum Finance
• Quantum Finance
• The impact of fat tails on equilibrium rates of return and term premia
• The path integral approach to financial modeling and options pricing
• A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING I: FORMALISM AND ANALYTICAL RESULTS
• Gauge geometry of financial markets
• A path integral way to option pricing
• Pricing exotic options in a path integral approach
• Pricing derivatives by path integral and neural networks

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