2013/05/07 by Ovidiu Racorean, Racorean, Ovidiu
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #General Finance (q-fin.GN)
paper · pdf · doi:10.48550/arxiv.1305.1559
openalex publication_date 2013/05/07 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Writing the article-Time independent pricing of options in range bound markets; the question in the title came naturally to my mind. It is stated, in the above article, that in certain market conditions the stock price is subjected to an equation that exactly matches a time independent Schrodinger equation. The time independent equation for options valuation is used further to explain a stock market phenomenon that resembles an alpha particle decay tunneling effect. The transmission coefficient for the stock price tunneling effect it is also deduced. Although, it may not have important impact in quantum physics, the philosophical aspects residing in the use of quantum mechanics for stock market specific are very important.