Stock markets and quantum dynamics: a second quantized description

Risultato della ricerca: Articlepeer review

22 Citazioni (Scopus)


In this paper we continue our description of stock markets in terms of some non-abelian operators which are used to describe the portfolio of the various traders and other observable quantities. After a first prototype model with only two traders, we discuss a more realistic model of market involving an arbitrary number of traders. For both models we find approximated solutions for the time evolution of the portfolio of each trader. In particular, for the more realistic model, we use the stochastic limit approach and a fixed point like approximation. © 2007 Elsevier B.V. All rights reserved
Lingua originaleEnglish
pagine (da-a)283-302
Numero di pagine20
Stato di pubblicazionePublished - 2007

All Science Journal Classification (ASJC) codes

  • ???subjectarea.asjc.2600.2613???
  • ???subjectarea.asjc.3100.3104???


Entra nei temi di ricerca di 'Stock markets and quantum dynamics: a second quantized description'. Insieme formano una fingerprint unica.

Cita questo