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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
(Impact Factor: 1.72). 10/2009; 388(20):4397-4406. 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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Physica Scripta 12/2014; 90(1). DOI:10.1088/0031-8949/90/1/015203 · 1.30 Impact Factor