D-brane solutions under market panic

DOI10.1142/S0219887818500998zbMath1422.91719arXiv1307.0190MaRDI QIDQ4641542

Richard Pincak

Publication date: 17 May 2018

Published in: International Journal of Geometric Methods in Modern Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.0190

zbMATH Keywords

Dirac equationrelativistic quantum approachcurvature as an arbitragefinancial brane-worldstock market panic

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) String and superstring theories in gravitational theory (83E30) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (2)

Cohomology theory for financial time series ⋮ GARCH in spinor field

Cites Work

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• Quantum Finance
• A discussion on embedding the Black-Scholes option pricing model in a quantum physics setting

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