In this paper we continue our systematic analysis of the operatorial approach previously proposed in an economical context and we discuss a mixed toy model of a simplified stock market, i.e. a model in which the price of the shares is given as an input. We deduce the time evolution of the portfolio of the various traders of the market, as well as of other observable quantities. As in a previous paper, we solve the equations of motion by means of a fixed point like approximation
AbstractWe apply methods of quantum mechanics to mathematical modelling of price dynamics in a finan...
In the first part of this thesis, we consider a simplified version of the Wealth Game, which is an a...
In this paper we introduce a simple model for a financial market characterized by a single stock or ...
In this paper we continue our systematic analysis of the operatorial approach previously proposed in...
We propose and discuss some toy models of stock markets using the same operatorial approach adopted ...
In this paper we continue our description of stock markets in terms of some non-abelian operators wh...
We use standard perturbation techniques originally formulated in quantum (statistical) mechanics in ...
Beginning with several basic hypotheses of quantum mechanics, we give a new quantum model in econoph...
The problem of measurement in economic models and the possibility of their quantum-mechanical descri...
We apply methods of quantum mechanics for mathe-matical modeling of price dynamics at financial mar-...
We introduce a model for the dynamics of stock prices based on a non quadratic path integral. The mo...
This paper contains a game-theoretic model describing the behaviour of investors at a stock exchange...
It is believed by the majority today that the efficient market hypothesis is imperfect because of ma...
This paper aims at designing the different important components of a semi-closed simulated stock mar...
The author proposes a new equilibrium model for stock price processes. We first consider our one-per...
AbstractWe apply methods of quantum mechanics to mathematical modelling of price dynamics in a finan...
In the first part of this thesis, we consider a simplified version of the Wealth Game, which is an a...
In this paper we introduce a simple model for a financial market characterized by a single stock or ...
In this paper we continue our systematic analysis of the operatorial approach previously proposed in...
We propose and discuss some toy models of stock markets using the same operatorial approach adopted ...
In this paper we continue our description of stock markets in terms of some non-abelian operators wh...
We use standard perturbation techniques originally formulated in quantum (statistical) mechanics in ...
Beginning with several basic hypotheses of quantum mechanics, we give a new quantum model in econoph...
The problem of measurement in economic models and the possibility of their quantum-mechanical descri...
We apply methods of quantum mechanics for mathe-matical modeling of price dynamics at financial mar-...
We introduce a model for the dynamics of stock prices based on a non quadratic path integral. The mo...
This paper contains a game-theoretic model describing the behaviour of investors at a stock exchange...
It is believed by the majority today that the efficient market hypothesis is imperfect because of ma...
This paper aims at designing the different important components of a semi-closed simulated stock mar...
The author proposes a new equilibrium model for stock price processes. We first consider our one-per...
AbstractWe apply methods of quantum mechanics to mathematical modelling of price dynamics in a finan...
In the first part of this thesis, we consider a simplified version of the Wealth Game, which is an a...
In this paper we introduce a simple model for a financial market characterized by a single stock or ...