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A quantum statistical approach to simplified stock markets

Dipartimento di Metodi e Modelli Matematici, Facoltà di Ingegneria, Università di Palermo, I - 90128 Palermo, Italy
Physica A: Statistical Mechanics and its Applications (Impact Factor: 1.68). 01/2009; DOI: 10.1016/j.physa.2009.07.006
Source: RePEc

ABSTRACT We use standard perturbation techniques originally formulated in quantum (statistical) mechanics in the analysis of a toy model of a stock market which is given in terms of bosonic operators. In particular we discuss the probability of transition from a given value of the portfolio of a certain trader to a different one. This computation can also be carried out using some kind of Feynman graphs adapted to the present context.

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