An operatorial approach to stock markets
From MaRDI portal
Publication:5478453
DOI10.1088/0305-4470/39/22/001zbMath1122.91034arXiv0904.0896OpenAlexW2003134545MaRDI QIDQ5478453
Publication date: 13 July 2006
Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0904.0896
Financial applications of other theories (91G80) Foundations, quantum information and its processing, quantum axioms, and philosophy (81P99)
Related Items (13)
\((H, \rho)\)-induced dynamics and large time behaviors ⋮ Simplified stock markets described by number operators ⋮ Asset trading under non-classical ambiguity and heterogeneous beliefs ⋮ A quantum model of supply and demand ⋮ Few simple rules to fix the dynamics of classical systems using operators ⋮ Solving quantum stochastic LQR optimal control problem in Fock space and its application in finance ⋮ Matrix computations for the dynamics of fermionic systems ⋮ Noncommutative valuation of options ⋮ Population dynamics based on ladder bosonic operators ⋮ A PHENOMENOLOGICAL OPERATOR DESCRIPTION OF INTERACTIONS BETWEEN POPULATIONS WITH APPLICATIONS TO MIGRATION ⋮ The role of information in a two-traders market ⋮ Generalized Hamiltonian for a two-mode fermionic model and asymptotic equilibria ⋮ The conjunction fallacy and interference effects
This page was built for publication: An operatorial approach to stock markets