摘要翻译:
我们使用量子(统计)力学中最初提出的标准微扰技术来分析股票市场的玩具模型,该模型是用bosonic算子给出的。特别地,我们讨论了从某个交易者的{\em组合}的给定值到另一个交易者的{\em组合}的转换概率。这种计算也可以使用适合于当前上下文的某种{\em Feynman图}来进行。
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英文标题:
《A quantum statistical approach to simplified stock markets》
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作者:
Fabio 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 use standard perturbation techniques originally formulated in quantum (statistical) mechanics in the analysis of a toy model of a stock market which is given in terms of bosonic operators. In particular we discuss the probability of transition from a given value of the {\em portfolio} of a certain trader to a different one. This computation can also be carried out using some kind of {\em Feynman graphs} adapted to the present context.
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PDF链接:
https://arxiv.org/pdf/0907.2531