摘要翻译:
我们用量子力学中同样的操作方法提出并讨论了股票市场的一些玩具模型。我们的模型是由在实际市场上交换的股票数量和现金数量的离散性质以及守恒量的存在所提出的,例如股票总数或现金和股票的某种线性组合。采用了与描述相互作用玻色子气体相同的框架。
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英文标题:
《An operatorial approach to stock markets》
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作者:
F. Bagarello
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最新提交年份:
2009
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:General Finance 一般财务
分类描述:Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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英文摘要:
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.
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PDF链接:
https://arxiv.org/pdf/0904.0896