Potential functions and the characterization of economics-based information

DOI10.1007/S10701-015-9931-4MaRDI QIDQ892939zbMATH OpenOpenAlexFDO

Authors Emmanuel Haven

Publication date 12 November 2015

Published in Foundations of Physics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2381/32798

zbMATH Keywords

informationasset pricingpotential functions

Mathematics Subject Classification ID

General and philosophical questions in quantum theory (81P05) Quantum information, communication, networks (quantum-theoretic aspects) (81P45)

Recommendations

• Information in asset pricing: a wave function approach
• Quantization in financial economics: an information-theoretic approach
• Asymmetric information and quantization in financial economics
• Fisher information and quantum potential well model for finance
• The use of the information wave function in a drift dependent option price: a simple example

Cites work

• scientific article; zbMATH DE number 1095416 (Why is no real title available?)
• scientific article; zbMATH DE number 1561766 (Why is no real title available?)
• scientific article; zbMATH DE number 1429857 (Why is no real title available?)
• A Suggested Interpretation of the Quantum Theory in Terms of "Hidden" Variables. I
• Advanced asset pricing theory
• Analysis on measure chains - a unified approach to continuous and discrete calculus
• Asymmetric information and quantization in financial economics
• Brownian motion indexed by a time scale
• Computing the wavefunction from trajectories: particle and wave pictures in quantum mechanics and their relation
• Information in asset pricing: a wave function approach
• Itô's Lemma with quantum calculus (\(q\)-calculus): some implications
• Quantum Finance
• Quantum calculus
• Quantum dynamics of human decision-making
• Quantum mechanics and violations of the sure-thing principle: The use of probability interference and other concepts
• Quantum-like tunnelling and levels of arbitrage
• Statistical microeconomics
• The Black–Scholes pricing formula in the quantum context
• The pricing of options and corporate liabilities
• The variation of financial arbitrage via the use of an information wave function
• Ubiquitous Quantum Structure

Cited in

(7)

• Information in asset pricing: a wave function approach
• Links between fluid mechanics and quantum mechanics: a model for information in economics?
• Using empirical data to estimate potential functions in commodity markets: some initial results
• A value function arising in the economics of information
• The Blackwell and Dubins theorem and Rényi's amount of information measure: Some applications
• Asymmetric information and quantization in financial economics
• Quantization in financial economics: an information-theoretic approach

This page was built for publication: Potential functions and the characterization of economics-based information

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q892939)