| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 976276 | Physica A: Statistical Mechanics and its Applications | 2009 | 10 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
F. Bagarello,