A quantum statistical approach to simplified stock markets

F. Bagarello

Physica A: Statistical Mechanics and its Applications, 2009, vol. 388, issue 20, 4397-4406

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.

Keywords: Quantum methods; Stock markets (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (18)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:388:y:2009:i:20:p:4397-4406

DOI: 10.1016/j.physa.2009.07.006

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