Dequantization of the Dirac monopole

DOI10.1098/rspa.2009.0225zbMath1186.91208arXiv0807.1253OpenAlexW2149851539WikidataQ62272446 ScholiaQ62272446MaRDI QIDQ5900902

Mark H. A. Davis, Dorje C. Brody, Lane P. Hughston, Robyn L. Friedman

Publication date: 19 May 2010

Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.1253

zbMATH Keywords

mutual informationasymmetric informationinsider tradinghedge fundsinformation-based asset pricingstatistical arbitrage

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20) Economics of information (91B44) Heterogeneous agent models (91B69)

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Cites Work

• Unusual quantum states: non–locality, entropy, Maxwell's demon and fractals

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