A quantum statistical approach to simplified stock markets

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20 Citazioni (Scopus)


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 originaleEnglish
pagine (da-a)4397-4406
Numero di pagine10
Stato di pubblicazionePublished - 2009

All Science Journal Classification (ASJC) codes

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  • ???subjectarea.asjc.3100.3104???


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