A quantum anharmonic oscillator model for the stock market

DOI10.1016/j.physa.2016.10.094zbMath1400.91679OpenAlexW2548519402MaRDI QIDQ1620297

Yu Chen, Tingting Gao

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2016.10.094

zbMATH Keywords

probability distributionstock marketpotential operatorquantum anharmonic oscillator

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80) NLS equations (nonlinear Schrödinger equations) (35Q55) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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Cites Work

• Unnamed Item
• The path integral approach to financial modeling and options pricing
• Quantum spatial-periodic harmonic model for daily price-limited stock markets
• Path integral pricing of outside barrier Asian options
• Quantum finance
• Quantum Finance

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