An operatorial approach to stock markets

被引:40
|
作者
Bagarello, F. [1 ]
机构
[1] Univ Palermo, Dipartimento Metodi & Modelli Matemat, Fac Ingn, I-90128 Palermo, Italy
来源
关键词
D O I
10.1088/0305-4470/39/22/001
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We propose and discuss some toy models of stock markets using the same operatorial approach adopted in quantum mechanics. Our models are suggested by the discrete nature of the number of shares and of the cash which are exchanged in a real market, and by the existence of conserved quantities, like the total number of shares or some linear combination of cash and shares. The same framework as the one used in the description of a gas of interacting bosons is adopted.
引用
收藏
页码:6823 / 6840
页数:18
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