Gravity dual for Reggeon field theory and nonlinear quantum finance

International Journal of Modern Physics A

Volumn 24, Issue 32, 2009, Pages 6197-6222

  Nakayama, Yu ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Nonrelativistic AdS CFT; Quantum finance; Reggeon field theory

Indexed keywords

EID: 75649138765     PISSN: 0217751X     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0217751X09047594     Document Type: Article

References (36)

1. D. T. Son, Phys. Rev. D 78, 046003 (2008), arXiv:0804.3972.
2. K. Balasubramanian and J. McGreevy, Phys. Rev. Lett. 101, 061601 (2008), arXiv:0804.4053.
3. J. Polchinski, Nucl. Phys. B 303, 226 (1988).
4. C. M. Ho and Y. Nakayama, J. High Energy Phys. 0807, 109 (2008), arXiv:0804.3635.
5. S. Kachru, X. Liu and M. Mulligan, Phys. Rev. D 78, 106005 (2008), arXiv:0808.1725.
6. S. Schafer-Nameki, M. Yamazaki and K. Yoshida, arXiv:0903.4245.
7. W. D. Goldberger, J. High Energy Phys. 0903, 069 (2009), arXiv:0806.2867.
8. M. Henkel, J. Stat. Phys. 75, 1023 (1994), arXiv:hep-th/9310081.
9. Y. Nakayama and S. J. Rey, arXiv:0905.2940.
10. S. Sekhar Pal, arXiv:0808.3232.
11. C. R. Hagen, Phys. Rev. D 5, 377 (1972).
12. U. Niederer, Helv. Phys. Acta 45, 802 (1972).
13. H. D. I. Abarbanel, J. B. Bronzan, R. L. Sugar and A. R. White, Phys. Rep. 21, 119 (1975).
14. M. Moshe, Phys. Rep. 37, 255 (1978).
15. V. N. Gribov, Sov. Phys. JETP 26, 414 (1968).
16. [Zh. Eksp. Teor. Fiz. 53, 654 (1967)]
17. H. Georgi, Phys. Rev. Lett. 98, 221601 (2007), arXiv:hep-ph/0703260.
18. M. Baker, Phys. Lett. B 51, 158 (1974).
19. J. B. Bronzan and J. W. Dash, Phys. Rev. D 10, 4208 (1974)
20. [Phys. Lett. B 51, 496 (1974); Erratum: Phys. Rev. D 12, 1850 1975)]
21. F. Black and M. Scholes, J. Polit. Econ. 81, 637 (1973).
22. R. Merton, Bell J. Econ. Manag. Sci. 4, 141 (1973).
23. E. Baaquie, Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rate (Cambridge University Press, 2004).
24. J. Dash, Quantitative Finance and Risk Management: A Physicist's Approach (World Scientic, 2004).
25. H. Kleinert, Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets (World Scientic, 2006).
26. G. Parisi and N. Sourlas, Nucl. Phys. B 206, 321 (1982).
27. A. Lo and A. MacKinlay, A Non-random Walk Down Wall Street (Princeton Univer-sity Press, 1999).
28. B. Mandelbrot, Fractals and Scaling in Finance (Springer-Verlag, 1997).
29. J. McCauley, K. Bassler and G. Gunaratne, Physica A 37, 202 (2008).
30. J. de Boer, V. E. Hubeny, M. Rangamani and M. Shigemori, arXiv:0812.5112.
31. D. T. Son and D. Teaney, arXiv:0901.2338.
32. G. C. Giecold, E. Iancu and A. H. Mueller, arXiv:0903.1840.
33. Y. Nakayama, work in progress.
34. R. Jackiw and S. Y. Pi, Phys. Rev. D 42, 3500 (1990) [Erratum: ibid. 48, 3929 (1993)].
35. V. K. Dobrev, H. D. Doebner and C. Mrugalla, Rep. Math. Phys. 39, 201 (1997).
36. Y. Nakayama, J. High Energy Phys. 0810, 083 (2008), arXiv:0807.3344.