Related papers: Schr\"odinger group and quantum finance
In this paper, we construct quantum circuits for the Black-Scholes equations, a cornerstone of financial modeling, based on a quantum algorithm that overcome the cure of high dimensionality. Our approach leverages the Schr\"odingerisation…
We show that the dynamics of Schwarzschild-(A)dS black holes admits a symmetry under the 2d Schr\"odinger group, whatever the sign or value of the cosmological constant. This is achieved by reformulating the spherically-symmetric reduction…
One-dimensional nonrelativistic systems are studied when time-independent potential interactions are involved. Their supersymmetries are determined and their closed subsets generating kinematical invariance Lie superalgebras are pointed…
The free Schr\"odinger equation with mass M can be turned into a non-massive Klein-Gordon equation via Fourier transformation with respect to M. The kinematic symmetry algebra sch_d of the free d-dimensional Schr\"odinger equation with M…
Considered is the Schr\"odinger equation in a finite-dimensional space as an equation of mathematical physics derivable from the variational principle and treatable in terms of the Lagrange-Hamilton formalism. It provides an interesting…
With the aim to construct a dynamical model with quantum group symmetry, the $q$-deformed Schr\"odinger equation of the harmonic oscillator on the $N$-dimensional quantum Euclidian space is investigated. After reviewing the differential…
Using the algebraic approach Lie symmetries of time dependent Schroedinger equations for charged particles interacting with superpositions of scalar and vector potentials are classified. Namely, all the inequivalent equations admitting…
This investigation establishes a formal equivalence between the generalized Black-Scholes equation under a Quadratic Normal Volatility (QNV) specification and the stationary Schr\"odinger equation for a hyperbolic P\"oschl-Teller potential.…
In quantum mechanics, the time evolution of particles is given by the Schr\"odinger equation. It is valid in a nonrelativistic regime where the interactions with the particle can be modelled by a potential and quantised fields are not…
There are hundreds of papers dealing with the Black-Scholes equation. Yet, no one seems to have ever used the scaling invariance coming from the heat equation. And there appears to be very few studies on the "control aspect" of the…
Employing the Klein-Gordon equation, we propose a generalized Black-Scholes equation. In addition, we found a limit where this generalized equation is invariant under conformal transformations, in particular invariant under scale…
We describe the gravitational degrees of freedom of the Schwarzschild black hole by one free variable. We introduce an equation which we suggest to be the Schroedinger equation of the Schwarzschild black hole corresponding to this model. We…
An exactly solvable position-dependent mass Schr\"odinger equation in two dimensions, depicting a particle moving in a semi-infinite layer, is re-examined in the light of recent theories describing superintegrable two-dimensional systems…
A supersymmetric technique for the solution of the effective mass Schr\"{o}% dinger equation is proposed. Exact solutions of the Schroedinger equation corresponding to a number of potentials are obtained. The potentials are fully…
We show that a nonlinear Schr\"odinger wave equation can reproduce all the features of linear quantum mechanics. This nonlinear wave equation is obtained by exploring, in a uniform language, the transition from fully classical theory…
Adaptive wave model for financial option pricing is proposed, as a high-complexity alternative to the standard Black--Scholes model. The new option-pricing model, representing a controlled Brownian motion, includes two wave-type approaches:…
With using the algebraic approach Lie symmetries of Schr\"odinger equations with matrix potentials are classified. Thirty three inequivalent equations of such type together with the related symmetry groups are specified, the admissible…
Quantum theory provides a comprehensive framework for quantifying uncertainty, often applied in quantum finance to explore the stochastic nature of asset returns. This perspective likens returns to microscopic particle motion, governed by…
A new approach to find exact solutions to one--dimensional quantum mechanical systems is devised. The scheme is based on the introduction of a potential function for the wavefunction, and the equation it satisfies. We recover known…
By defining a prepotential function for the stationary Schr\"odinger equation we derive an inversion formula for the space variable $x$ as a function of the wave-function $\psi$. The resulting equation is a Legendre transform that relates…