Fisher information and equilibrium distributions in econophysics

DOI10.1016/J.PHYSLETA.2003.12.054MaRDI QIDQ2383373zbMATH OpenOpenAlexFDO

Authors Raymond J. Hawkins, B. Roy Frieden

Publication date 8 October 2007

Published in Physics Letters. A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physleta.2003.12.054

zbMATH Keywords

econophysicsFisher informationinterest rateoptionvolatility

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Derivative securities (option pricing, hedging, etc.) (91G20) Financial applications of other theories (91G80)

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Cites work

• A Mathematical Theory of Communication
• Applications to Optics and Wave Mechanics of the Criterion of Maximum Cramer-Rao Bound
• Entropy and information in the interest rate term structure
• Fisher information as a measure of time
• scientific article; zbMATH DE number 1604683 (Why is no real title available?)
• scientific article; zbMATH DE number 5345747 (Why is no real title available?)
• scientific article; zbMATH DE number 1082203 (Why is no real title available?)
• scientific article; zbMATH DE number 1082204 (Why is no real title available?)
• scientific article; zbMATH DE number 1114380 (Why is no real title available?)
• Interest rates and information geometry
• Introduction to Econophysics
• Prior Probabilities

Cited in

(9)

• Application of quantum master equation for long-term prognosis of asset-prices
• Asymmetric information and quantization in financial economics
• Fisher information and quantum potential well model for finance
• The use of action functionals within the quantum-like paradigm
• Toward a formal theory of socioculture
• Fischer correspondence principle of equilibrium thermodynamics and economics. Debt crisis
• An equilibrium model for urban transit assignment based on game theory
• Jarzynski-type equalities in gambling: role of information in capital growth
• Ab initio yield curve dynamics

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