Fisher information and quantum mechanical models for finance
Statistical Finance
2015-04-16 v1
Abstract
The probability distribution function (PDF) for prices on financial markets is derived by extremization of Fisher information. It is shown how on that basis the quantum-like description for financial markets arises and different financial market models are mapped by quantum mechanical ones.
Keywords
Cite
@article{arxiv.1504.03822,
title = {Fisher information and quantum mechanical models for finance},
author = {Vadim Nastasiuk},
journal= {arXiv preprint arXiv:1504.03822},
year = {2015}
}
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5 pages