Private information and the `Information function': A survey of possible uses
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Publication:928753
DOI10.1007/S11238-007-9054-2zbMath1136.91438OpenAlexW2108732649MaRDI QIDQ928753
Publication date: 11 June 2008
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-007-9054-2
option pricingquantum mechanicsarbitragewave functioninformation functionnon-arbitrage theoremquantity of informationUniversal Brownian motion
Related Items (7)
Application of quantum master equation for long-term prognosis of asset-prices ⋮ Statistical and subjective interpretations of probability in quantum-like models of cognition and decision making ⋮ Asset trading under non-classical ambiguity and heterogeneous beliefs ⋮ Statistical microeconomics ⋮ Asymmetric information and quantization in financial economics ⋮ The variation of financial arbitrage via the use of an information wave function ⋮ Quantum mechanics and violations of the sure-thing principle: The use of probability interference and other concepts
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