Asymmetric information and quantization in financial economics (Q1935994)
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scientific article; zbMATH DE number 6137710
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymmetric information and quantization in financial economics |
scientific article; zbMATH DE number 6137710 |
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Asymmetric information and quantization in financial economics (English)
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21 February 2013
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Summary: 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.
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