An operatorial approach to stock markets

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41 Citazioni (Scopus)

Abstract

We propose and discuss some toy models of stock markets using the same operatorial approach adopted in quantum mechanics. Our models are suggested by the discrete nature of the number of shares and of the cash which are exchanged in a real market, and by the existence of conserved quantities, like the total number of shares or some linear combination of cash and shares. The same framework as the one used in the description of a gas of interacting bosons is adopted
Lingua originaleEnglish
pagine (da-a)6823-6840
Numero di pagine18
RivistaJOURNAL OF PHYSICS. A, MATHEMATICAL AND GENERAL
Volume39
Stato di pubblicazionePublished - 2006

All Science Journal Classification (ASJC) codes

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  • ???subjectarea.asjc.2600.2610???
  • ???subjectarea.asjc.3100.3100???

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