Asymmetric information and quantization in financial economics
type: Item
instance of: scholarly article
title: Asymmetric information and quantization in financial economics
zbMATH Open document ID: 1258.91129
DOI: 10.1155/2012/470293
author: Raymond J. Hawkins
author: B. Roy Frieden
published in: International Journal of Mathematics and Mathematical Sciences
publication date: 2013-02-21T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 91B44
Mathematics Subject Classification ID: 91B69
Mathematics Subject Classification ID: 81P68
zbMATH DE Number: 6137710
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2012/470293
OpenAlex ID: W2131958697
Wikidata QID: Q58704757
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description: scientific article; zbMATH DE number 6137710