Asymmetric information and quantization in financial economics (Q1935994)

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scientific article; zbMATH DE number 6137710
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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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