### Abstract

Lingua originale | English |
---|---|

pagine (da-a) | 381-398 |

Numero di pagine | 18 |

Rivista | Reports on Mathematical Physics |

Volume | 63 |

Stato di pubblicazione | Published - 2009 |

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### All Science Journal Classification (ASJC) codes

- Statistical and Nonlinear Physics
- Mathematical Physics

### Cita questo

*Reports on Mathematical Physics*,

*63*, 381-398.

**Simplified stock markets and their quantum-like dynamics.** / Bagarello, Fabio.

Risultato della ricerca: Article

*Reports on Mathematical Physics*, vol. 63, pagg. 381-398.

}

TY - JOUR

T1 - Simplified stock markets and their quantum-like dynamics

AU - Bagarello, Fabio

PY - 2009

Y1 - 2009

N2 - In this paper we continue our systematic analysis of the operatorial approach previously proposed in an economical context and we discuss a mixed toy model of a simplified stock market, i.e. a model in which the price of the shares is given as an input. We deduce the time evolution of the portfolio of the various traders of the market, as well as of other observable quantities. As in a previous paper, we solve the equations of motion by means of a fixed point like approximation.

AB - In this paper we continue our systematic analysis of the operatorial approach previously proposed in an economical context and we discuss a mixed toy model of a simplified stock market, i.e. a model in which the price of the shares is given as an input. We deduce the time evolution of the portfolio of the various traders of the market, as well as of other observable quantities. As in a previous paper, we solve the equations of motion by means of a fixed point like approximation.

UR - http://hdl.handle.net/10447/38555

M3 - Article

VL - 63

SP - 381

EP - 398

JO - Reports on Mathematical Physics

JF - Reports on Mathematical Physics

SN - 0034-4877

ER -