GRAVITY DUAL FOR REGGEON FIELD THEORY AND NONLINEAR QUANTUM FINANCE

DOI10.1142/S0217751X09047594zbMath1184.81164arXiv0906.4112MaRDI QIDQ3553602

Yu Nakayama

Publication date: 21 April 2010

Published in: International Journal of Modern Physics A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0906.4112

zbMATH Keywords

Reggeon field theoryquantum financenonrelativistic AdS/CFT

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Nuclear physics (81V35) String and superstring theories; other extended objects (e.g., branes) in quantum field theory (81T30)

Related Items

Exact four-point function and OPE for an interacting quantum field theory with space/time anisotropic scale invariance, Volatility smile as relativistic effect, On Newton-Cartan trace anomalies, Renormalization of Galilean electrodynamics, Universal time-dependent deformations of Schrödinger geometry, Gravity dual for a model of perception, NONRELATIVISTIC HOLOGRAPHY — A GROUP-THEORETICAL PERSPECTIVE, SCALE INVARIANCE VS CONFORMAL INVARIANCE FROM HOLOGRAPHY

Cites Work

• The Pricing of Options and Corporate Liabilities
• Lowest weight representations of the Schrödinger algebra and generalized heat/Schrödinger equations
• Are galaxy distributions scale invariant? A perspective from dynamical systems theory
• Schrödinger invariance and strongly anisotropic critical systems
• Gravity Duals for Nonrelativistic Conformal Field Theories
• Supersymmetric field theories and stochastic differential equations