Related papers: Schr\"odinger group and quantum finance
The space of call price functions has a natural noncommutative semigroup structure with an involution. A basic example is the Black--Scholes call price surface, from which an interesting inequality for Black--Scholes implied volatility is…
In this paper, a quantum model for the binomial market in finance is proposed. We show that its risk-neutral world exhibits an intriguing structure as a disk in the unit ball of ${\bf R}^3,$ whose radius is a function of the risk-free…
A simple theoretical model of scalar fields in one spatial dimension with internal symmetry is considered. Assuming the existence of localized classical field configurations, the Schr\"{o}dinger picture is used to describe their quantum…
We develop a model of one-dimensional (Conformal) Quantum Gravity. By discussing the connection between Goldstone and Gauge theories, we establish that this model effectively computes the partition function of the Schwarzian theory where…
An algorithm is proposed for research into the symmetrical properties of theoretical and mathematical physics equations. The application of this algorithm to the free Schrodinger equation permited us to establish that in addition to the…
New exactly solvable quantum models are obtained with the help of the supersymmetric extencion of the nonstationary Schr/"odinger equation.
We embed Nelson's stochastic quantization in the Schwartz-Meyer second order geometry framework. The result is a non-perturbative theory of quantum mechanics on (pseudo)-Riemannian manifolds. Within this approach, we derive stochastic…
We show that a quantum deformation of quantum mechanics given in a previous work is equivalent to quantum mechanics on a nonlinear lattice with step size $\Delta x=~(1-q)x$. Then, based on this, we develop the basic formalism of quantum…
Black-Scholes equation as one of the most celebrated mathematical models has an explicit analytical solution known as the Black-Scholes formula. Later variations of the equation, such as fractional or nonlinear Black-Scholes equations, do…
A nonlinear generalisation of Schrodinger's equation is obtained using information-theoretic arguments. The nonlinearities are controlled by an intrinsic length scale and involve derivatives to all orders thus making the equation mildly…
We carry out the complete group classification of the class of (1+1)-dimensional linear Schr\"odinger equations with complex-valued potentials. After introducing the notion of uniformly semi-normalized classes of differential equations, we…
We analyze the classical equations of motion for a particle moving in the presence of a static magnetic field applied in the $ z $ direction, which varies as $ {1\over{x^2}} $. We find the symmetries through Lie's method of group analysis.…
We consider a non relativistic charged particle in a 1-dimensional infinite square potential well. This quantum system is subjected to a control, which is a uniform (in space) time depending electric field. It is represented by a complex…
The local phase-invariance of the momentum-space Schr\"odinger equation for free-particle has been used to construct quantum kinematics that describes a motion of the particle in external U(1) background gauge field. The gauge structure…
The irreducible representations of the extended Galilean group are used to derive infinite sets of symmetric and asymmetric second-order differential equations with constant coeffcients. All derived equations are local and their Lagrangians…
We have previously presented a version of the Weak Equivalence Principle for a quantum particle as an exact analog of the classical case, based on the Heisenberg picture analysis of free particle motion. Here, we take that to a full…
We use group theoretic methods to obtain the extended Lie point symmetries of the quantum dynamics of a scalar particle probing the near horizon structure of a black hole. Symmetries of the classical equations of motion for a charged…
Second order supersymmetric approach is taken to the system describing motion of a quantum particle in a potential endowed with position-dependent effective mass. It is shown that the intertwining relations between second order partner…
The quantum black hole model with a self-gravitating spherically symmetric thin dust shell as a source is considered. The shell Hamiltonian constraint is written and the corresponding Schroedinger equation is obtained. This equation…
Shape invariance is a powerful solvability condition, that allows for complete knowledge of the energy spectrum, and eigenfunctions of a system. After a short introduction into the deformation quantization formalism, this paper explores the…