کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
979506 933359 2007 20 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Stock markets and quantum dynamics: A second quantized description
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
Stock markets and quantum dynamics: A second quantized description
چکیده انگلیسی

In this paper we continue our description of stock markets in terms of some non-abelian operators which are used to describe the portfolio of the various traders and other observable quantities. After a first prototype model with only two traders, we discuss a more realistic model of market involving 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 stochastic limit approach and a fixed point like approximation.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 386, Issue 1, 1 December 2007, Pages 283–302
نویسندگان
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