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 portfolio of a certain trader to a different one. This computation can also be carried out using some kind of Feynman graphs adapted to the present context.
| Lingua originale | English |
|---|---|
| pagine (da-a) | 4397-4406 |
| Numero di pagine | 10 |
| Rivista | PHYSICA. A |
| Volume | 388 |
| Stato di pubblicazione | Published - 2009 |
All Science Journal Classification (ASJC) codes
- ???subjectarea.asjc.2600.2613???
- ???subjectarea.asjc.3100.3104???