A path integral based model for stocks and order dynamics

Giovanni Paolinelli and Gianni Arioli

Papers from arXiv.org

Abstract: We introduce a model for the short-term dynamics of financial assets based on an application to finance of quantum gauge theory, developing ideas of Ilinski. We present a numerical algorithm for the computation of the probability distribution of prices and compare the results with APPLE stocks prices and the S&P500 index.

Date: 2018-03
New Economics Papers: this item is included in nep-cmp and nep-hme
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1803.07904

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