Asymmetric Information and Quantization in Financial Economics

Raymond J. Hawkins and B. Roy Frieden

International Journal of Mathematics and Mathematical Sciences, 2012, vol. 2012, 1-11

Abstract:

We show how a quantum formulation of financial economics can be derived from asymmetries with respect to Fisher information. Our approach leverages statistical derivations of quantum mechanics which provide a natural basis for interpreting quantum formulations of social sciences generally and of economics in particular. We illustrate the utility of this approach by deriving arbitrage-free derivative-security dynamics.

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:470293

DOI: 10.1155/2012/470293

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