Potential functions and the characterization of economics-based information
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Publication:892939
DOI10.1007/S10701-015-9931-4zbMATH Open1326.81038OpenAlexW2177219637MaRDI QIDQ892939FDOQ892939
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
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Cites Work
- The pricing of options and corporate liabilities
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- Quantum-like tunnelling and levels of arbitrage
- Brownian motion indexed by a time scale
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- The Black–Scholes pricing formula in the quantum context
- Itô's Lemma with quantum calculus (\(q\)-calculus): some implications
- Statistical microeconomics
- Asymmetric information and quantization in financial economics
- The variation of financial arbitrage via the use of an information wave function
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- Information in asset pricing: a wave function approach
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Cited In (7)
- Using empirical data to estimate potential functions in commodity markets: some initial results
- Information in asset pricing: a wave function approach
- 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
- Links between fluid mechanics and quantum mechanics: a model for information in economics?
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