Application of Bohmian mechanics to dynamics of prices of shares: Stochastic model of Bohm-Vigier from properties of price trajectories

DOI10.1007/s10773-007-9469-0zbMath1133.91500OpenAlexW1981113457MaRDI QIDQ2426167

Olga Choustova

Publication date: 21 April 2008

Published in: International Journal of Theoretical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10773-007-9469-0

zbMATH Keywords

quantum-like modelssmoothness of trajectoriesprice-dynamicsquadratic variation of price-trajectoriesstochastic model of Bohm-Vigier

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Microeconomic theory (price theory and economic markets) (91B24) Quantum field theory; related classical field theories (81T99)

Related Items (5)

Non-classical probabilities in pilot wave models and neural networks ⋮ Quantum-like tunnelling and levels of arbitrage ⋮ Asymmetric information and quantization in financial economics ⋮ Emergent quantum mechanics of finances ⋮ Fisher information and quantum potential well model for finance

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