Title of article :
A quantum statistical approach to simplified stock markets
Author/Authors :
F. Bagarello، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
Abstract :
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 portfolio of a certain trader to a different one. This computation can also be carried out using some kind of Feynman graphs adapted to the present context.
Journal title :
Physica A Statistical Mechanics and its Applications
Journal title :
Physica A Statistical Mechanics and its Applications