• 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