Fisher information and quantum mechanical models for finance

Vadim Nastasiuk

Papers from arXiv.org

Abstract: The probability distribution function (PDF) for prices on financial markets is derived by extremization of Fisher information. It is shown how on that basis the quantum-like description for financial markets arises and different financial market models are mapped by quantum mechanical ones.

Date: 2015-04
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1504.03822

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