Quantum Bohmian model for financial market
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DOI: 10.1016/j.physa.2006.07.029
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References listed on IDEAS
- Haven, Emmanuel, 2003. "A Black-Scholes Schrödinger option price: ‘bit’ versus ‘qubit’," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 324(1), pages 201-206.
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Cited by:
- Kumar, Sushil & Kumar, Sunil & Kumar, Pawan, 2020. "Diffusion entropy analysis and random matrix analysis of the Indian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).
- Ashtiani, Mehrdad & Azgomi, Mohammad Abdollahi, 2015. "A survey of quantum-like approaches to decision making and cognition," Mathematical Social Sciences, Elsevier, vol. 75(C), pages 49-80.
- Bagarello, F. & Haven, E., 2014.
"The role of information in a two-traders market,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 404(C), pages 224-233.
- F. Bagarello & E. Haven, 2014. "The role of information in a two-traders market," Papers 1402.6204, arXiv.org.
- Anantya Bhatnagar & Dimitri D. Vvedensky, 2022. "Quantum effects in an expanded Black–Scholes model," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 95(8), pages 1-12, August.
- J. S. Ardenghi, 2023. "Modeling amortization systems with vector spaces," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 96(1), pages 1-12, January.
- Raymond J. Hawkins & B. Roy Frieden, 2012. "Asymmetric Information and Quantization in Financial Economics," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2012, pages 1-11, December.
- Ardenghi, J.S., 2021. "Quantum credit loans," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 567(C).
- Cotfas, Liviu-Adrian, 2013. "A finite-dimensional quantum model for the stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(2), pages 371-380.
- Khrennikova, Polina, 2016. "Application of quantum master equation for long-term prognosis of asset-prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 253-263.
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Keywords
Quantum mechanics; Financial market; Information field of expectations; Bohmian mechanics; Information pilot wave;All these keywords.
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