We use standard perturbation techniques originally formulated in quantum (statistical) mechanics in the analysis of a toy model of a stock market which is given in terms of bosonic operators. In particular we discuss the probability of transition from a given value of the portfolio of a certain trader to a different one. This computation can also be carried out using some kind of Feynman graphs adapted to the present context.
Bagarello, F. (2009). A quantum statistical approach to simplified stock markets. PHYSICA. A, 388, 4397-4406 [10.1016/j.physa.2009.07.006].
A quantum statistical approach to simplified stock markets
BAGARELLO, Fabio
2009-01-01
Abstract
We use standard perturbation techniques originally formulated in quantum (statistical) mechanics in the analysis of a toy model of a stock market which is given in terms of bosonic operators. In particular we discuss the probability of transition from a given value of the portfolio of a certain trader to a different one. This computation can also be carried out using some kind of Feynman graphs adapted to the present context.
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