A quantum statistical approach to simplified stock markets
- Autori: Bagarello, F
- Anno di pubblicazione: 2009
- Tipologia: Articolo in rivista (Articolo in rivista)
- OA Link: http://hdl.handle.net/10447/38556
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.