메뉴 건너뛰기




Volumn 47, Issue 1, 2008, Pages 193-199

The variation of financial arbitrage via the use of an information wave function

Author keywords

Arbitrage; Information wave function; Risk neutral probabilities

Indexed keywords


EID: 37849010218     PISSN: 00207748     EISSN: 15729575     Source Type: Journal    
DOI: 10.1007/s10773-007-9506-z     Document Type: Conference Paper
Times cited : (14)

References (18)
  • 1
    • 35948974968 scopus 로고
    • A suggested interpretation of the quantum theory in terms of 'hidden' variables, Part i and II
    • Bohm, D.: A suggested interpretation of the quantum theory in terms of 'hidden' variables, Part I and II. Phys. Rev. 85, 166-193 (1952)
    • (1952) Phys. Rev. , vol.85 , pp. 166-193
    • Bohm, D.1
  • 4
    • 33751225656 scopus 로고    scopus 로고
    • Quantum Bohmian model for financial markets
    • Choustova, O.: Quantum Bohmian model for financial markets. Physica A 374, 304-314 (2006)
    • (2006) Physica A , vol.374 , pp. 304-314
    • Choustova, O.1
  • 7
    • 38649141305 scopus 로고
    • Martingales and arbitrage in multiperiod securities markets
    • Harrison, J.M., Kreps, D.M.: Martingales and arbitrage in multiperiod securities markets. J. Econ. Theory 20, 381-408 (1979)
    • (1979) J. Econ. Theory , vol.20 , pp. 381-408
    • Harrison, J.M.1    Kreps, D.M.2
  • 8
    • 33646579107 scopus 로고    scopus 로고
    • Pilot-wave theory and financial option pricing
    • Haven, E.: Pilot-wave theory and financial option pricing. Int. J. Theor. Phys. 44, 1957-1962 (2005)
    • (2005) Int. J. Theor. Phys. , vol.44 , pp. 1957-1962
    • Haven, E.1
  • 9
    • 25144432756 scopus 로고    scopus 로고
    • Analytical solutions to the backward Kolmogorov PDE via an adiabatic approximation to the Schrödinger PDE
    • Haven, E.: Analytical solutions to the backward Kolmogorov PDE via an adiabatic approximation to the Schrödinger PDE. J. Math. Anal. Appl. 311, 439-444 (2005)
    • (2005) J. Math. Anal. Appl. , vol.311 , pp. 439-444
    • Haven, E.1
  • 10
    • 39449135556 scopus 로고    scopus 로고
    • Private information and the 'information function': A survey of possible uses
    • in press. doi:10.1007/s11238-007-9054-2
    • Haven, E.: Private information and the 'information function': a survey of possible uses. Theory Decis. (2007, in press). doi: 10.1007/s11238-007-9054-2
    • (2007) Theory Decis.
    • Haven, E.1
  • 13
    • 85007043705 scopus 로고    scopus 로고
    • Remarks on the true no-arbitrage property
    • Séminaire de Probabilités XXXVIII Springer Berlin
    • Kabanov, Y., Stricker, C.: Remarks on the true no-arbitrage property. In: Séminaire de Probabilités XXXVIII. Lecture Notes in Mathematics, vol. 1857, pp. 186-194. Springer, Berlin (2005)
    • (2005) Lecture Notes in Mathematics , vol.1857 , pp. 186-194
    • Kabanov, Y.1    Stricker, C.2
  • 14
    • 0033425967 scopus 로고    scopus 로고
    • Classical and quantum mechanics on information spaces with applications to cognitive, psychological, social and anomalous phenomena
    • Khrennikov, A.Y.: Classical and quantum mechanics on information spaces with applications to cognitive, psychological, social and anomalous phenomena. Found. Phys. 29, 1065-1098 (1999)
    • (1999) Found. Phys. , vol.29 , pp. 1065-1098
    • Khrennikov, A.Y.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.