6533b830fe1ef96bd129767a
RESEARCH PRODUCT
Simplified stock markets and their quantum-like dynamics
Fabio Bagarellosubject
number operatorsSettore MAT/07 - Fisica Matematicastock marketdescription
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.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2009-01-01 |