The formulation of quantum mechanics as a diffusion process by Nelson (Phys Rev 150:1079–1085, 1966) provides for an interesting approach on how we may transit from classical mechanics into quantum mechanics. Besides the presence of the real potential function, another type of potential function (often denoted as ‘quantum potential’) forms an intrinsic part of this theory. In this paper we attempt to show how both types of potential functions can have a use in a resolutely macroscopic context like financial asset pricing. We are particularly interested in uncovering how the ‘quantum potential’ can add to the economics-based relevant information which is already supplied by the real potential function
We review various techniques from engineering and physics applied to the theory of financial risks. ...
It is known that computational methods developed for solving equations of quantum physics can be suc...
The issue of using the physical method in economics is no longer an innovative idea. However, nowada...
The formulation of quantum mechanics as a diffusion process by Nelson (Phys Rev 150:1079–1085, 1966)...
This paper focuses on estimating real and quantum potentials from financial commodities. The log ret...
In this paper we consider how two types of potential functions, the real and quantum potential can b...
An introduction to how the mathematical tools from quantum field theory can be applied to economics ...
In this paper we provide first for a brief overview of some of the work which has been performed on ...
The applications of techniques from statistical (and classical) mechanics to model interesting probl...
An understanding of the behaviour of financial assets and the evolution of economies has never been ...
This paper tallies the links between fluid mechanics and quantum mechanics, and attempts to show whe...
This paper aims at analyzing the unexpected influence of Financial economics on Physics. The rise of...
We apply methods of quantum mechanics for mathe-matical modeling of price dynamics at financial mar-...
Options are financial derivatives on an underlying security. The Schrodinger and Heisenberg approach...
The search for the best without the risks has always been part of an investor's investment objectiv...
We review various techniques from engineering and physics applied to the theory of financial risks. ...
It is known that computational methods developed for solving equations of quantum physics can be suc...
The issue of using the physical method in economics is no longer an innovative idea. However, nowada...
The formulation of quantum mechanics as a diffusion process by Nelson (Phys Rev 150:1079–1085, 1966)...
This paper focuses on estimating real and quantum potentials from financial commodities. The log ret...
In this paper we consider how two types of potential functions, the real and quantum potential can b...
An introduction to how the mathematical tools from quantum field theory can be applied to economics ...
In this paper we provide first for a brief overview of some of the work which has been performed on ...
The applications of techniques from statistical (and classical) mechanics to model interesting probl...
An understanding of the behaviour of financial assets and the evolution of economies has never been ...
This paper tallies the links between fluid mechanics and quantum mechanics, and attempts to show whe...
This paper aims at analyzing the unexpected influence of Financial economics on Physics. The rise of...
We apply methods of quantum mechanics for mathe-matical modeling of price dynamics at financial mar-...
Options are financial derivatives on an underlying security. The Schrodinger and Heisenberg approach...
The search for the best without the risks has always been part of an investor's investment objectiv...
We review various techniques from engineering and physics applied to the theory of financial risks. ...
It is known that computational methods developed for solving equations of quantum physics can be suc...
The issue of using the physical method in economics is no longer an innovative idea. However, nowada...
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