Simplified stock markets and their quantum-like dynamics

Risultato della ricerca: Articlepeer review

11 Citazioni (Scopus)

Abstract

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.
Lingua originaleEnglish
pagine (da-a)381-398
Numero di pagine18
RivistaReports on Mathematical Physics
Volume63
Stato di pubblicazionePublished - 2009

All Science Journal Classification (ASJC) codes

  • Statistical and Nonlinear Physics
  • Mathematical Physics

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