Title of article
A quantum statistical approach to simplified stock markets
Author/Authors
F. Bagarello، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
10
From page
4397
To page
4406
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
Serial Year
2009
Journal title
Physica A Statistical Mechanics and its Applications
Record number
873345
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