Finite-Dimensional Quantum Model For The Stock Market, Discrete Nature Of The Quantities Used In Finance, Spectral Representation Of Bessel Processes With Constant Drift, Credit Spreads, And Stochastic Volatility In Finance, Quantum Structure In Cognition

Following structural and syllogistical confederational concatenation is studied with concomitant and consummative properties: Finite-Dimensional Quantum Model For The Stock Market, Discrete Nature Of The Quantities Used In Finance, Spectral Representation Of Bessel Processes With Constant Drift, Credit Spreads, And Stochastic Volatility In Finance, Quantum Structure In Cognition, Non Classicality Of The Membership Weight Structure, Minimal Length Uncertainty And The Quantum Model For The Stock Market, Superpositions Of Probability Distributions, Quantum Finance: The Finite Dimensional Case, Foreign Exchange Market As A Lattice Gauge Theory, Classical Logical Versus Quantum Conceptual Thought, Adaptive-Wave Alternative For The Black-Scholes Option Pricing Model Key words: Spectral Representation Of Bessel Processes, Quantum Conceptual Thought, Black-Scholes Option Pricing Model, Black-Scholes Option Pricing Model, Quantum Structure In Cognition The full paper: http://www.iiste.org/PDFshare/APTA-PAGENO-648791-654990.pd