摘要翻译：
本文继续用非阿贝尔算子描述股票市场，这些算子用于描述各种交易者的投资组合和其他{\em可观察}量。在第一个只有两个交易者的原型模型之后，我们讨论了一个更真实的具有任意数目交易者的市场模型。对于这两个模型，我们都找到了每个交易者投资组合时间演化的近似解。特别地，对于更真实的模型，我们使用{em随机极限}方法和{em不动点近似。
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英文标题：
《Stock markets and quantum dynamics: a second quantized description》
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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：Trading and Market Microstructure        交易与市场微观结构
分类描述：Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构，流动性，交易和拍卖设计，自动化交易，基于代理的建模和做市
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英文摘要：
  In this paper we continue our descriptions of stock markets in terms of some non abelian operators which are used to describe the portfolio of the various traders and other {\em observable} quantities. After a first prototype model with only two traders, we discuss a more realistic model of market with 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 {\em stochastic limit} approach and a {\em fixed point like} approximation.
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PDF链接：
https://arxiv.org/pdf/0904.3210