Asset trading under non-classical ambiguity and heterogeneous beliefs

DOI10.1016/J.PHYSA.2019.01.067MaRDI QIDQ2157189zbMATH OpenOpenAlexWikidataFDO

Authors Polina Khrennikova, Sudip Patra

Publication date 21 July 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2381/43591

zbMATH Keywords

ambiguityasset tradingheterogeneous beliefsquantum probabilityspeculative asset pricesstate dependence

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cited in

(4)

• Representing attitudes towards ambiguity in Hilbert space: foundations and applications
• A quantum model of supply and demand
• scientific article; zbMATH DE number 2130504 (Why is no real title available?)
• Measuring contextuality in investment preferences

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