Related papers: Relativistic Quantum Finance
The Klein-Gordon equation, one of the most fundamental equations in field theory, is known to be not invariant under conformal transformation. However, its massless limit exhibits symmetry under Bekenstein's disformal transformation,…
We perform the complete symmetry classification of the Klein-Gordon equation in maximal symmetric spacetimes. The central idea is to find all possible potential functions $V(t,x,y)$ that admit Lie and Noether symmetries. This is done by…
The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…
We show how to derive the Black-Scholes model and its generalisation to the `exchange-option' (to exchange one asset for another) via the continuum limit of the Binomial tree. No knowledge of stochastic calculus or partial differential…
Given a positive energy solution of the Klein-Gordon equation, the motion of the free, spinless, relativistic particle is described in a fixed Lorentz frame by a Markov diffusion process with non-constant diffusion coefficient. Proper time…
We study Cauchy problem of a class of viscous Camassa-Holm equations (or Lagrangian averaged Navier-Stokes equations) with fractional diffusion in both smooth bounded domains and in the whole space in two and three dimensions. Order of the…
We give the governing equations for multiple scalar fields in a flat Friedmann-Robertson-Walker (FRW) background spacetime on all scales, allowing for metric and field perturbations up to second order. We then derive the Klein-Gordon…
The Klein-Gordon equation is solved for di-Holeums (gravitational bound states of two micro black holes) for scalar and vector gravity in its static limit. The relativistic models confirm the predictions of the nonrelativistic Newtonian…
It was shown recently that stochastic quantization can be made into a well defined quantization scheme on (pseudo-)Riemannian manifolds using second order differential geometry, which is an extension of the commonly used first order…
Covariant classical particle dynamics is described, and the associated covariant relativistic particle quantum mechanics is derived. The invariant symmetric bracket is defined on the space of quantum amplitudes, and its relation to a…
We explore the Klein-Gordon equation in the framework of crypto-Hermitian quantum mechanics. Solutions to common problems with probability interpretation and indefinite inner product of the Klein-Gordon equation are proposed.
The quotient of random variables with normal distributions is examined and proven to have have power law decay, with density $f\left( x\right) \simeq f_{0}x^{-2}$, with the coefficient depending on the means and variances of the numerator…
We study a new approach to generally covariant quantum mechanics applied in the case of an FLRW cosmological background. For positive spatial curvature we find a discrete series of solutions of the Klein-Gordon equation that can reasonably…
Using the shape invariance property we obtain exact solutions of the (1+1)dimensional Klein-Gordon equation for certain types of scalar and vector potentials. We also discuss the possibility of obtaining real energy spectrum with…
In this note, Black--Scholes implied volatility is expressed in terms of various optimisation problems. From these representations, upper and lower bounds are derived which hold uniformly across moneyness and call price. Various symmetries…
We consider the conditions for the time dependent potential in which the energy of the Cauchy problem of Klein-Gordon type equation asymptotically behaves like the energy of the wave equation. The conclusion of this paper is that the…
Based on the analog between the stochastic dynamics and quantum harmonic oscillator, we propose a market force driving model to generalize the Black-Scholes model in finance market. We give new schemes of option pricing, in which we can…
Einstein equations for several matter sources in Robertson-Walker and Bianchi I type metrics, are shown to reduce to a kind of second order nonlinear ordinary differential equation $\ddot{y}+\alpha f(y)\dot{y}+\beta f(y)\int{f(y) dy}+\gamma…
Option pricing formulas are derived from a non-Gaussian model of stock returns. Fluctuations are assumed to evolve according to a nonlinear Fokker-Planck equation which maximizes the Tsallis nonextensive entropy of index $q$. A generalized…
The relativistic wave equations determine the dynamics of quantum fields in the context of quantum field theory. One of the conventional tools for dealing with the relativistic bound-state problem is the Klein-Fock-Gordon equation. In this…