A quantum statistical approach to simplified stock markets
General Finance
2015-05-13 v1
Abstract
We use standard perturbation techniques originally formulated in quantum (statistical) mechanics in the analysis of a toy model of a stock market which is given in terms of bosonic operators. In particular we discuss the probability of transition from a given value of the {\em portfolio} of a certain trader to a different one. This computation can also be carried out using some kind of {\em Feynman graphs} adapted to the present context.
Cite
@article{arxiv.0907.2531,
title = {A quantum statistical approach to simplified stock markets},
author = {Fabio Bagarello},
journal= {arXiv preprint arXiv:0907.2531},
year = {2015}
}
Comments
in press in Physica A