2015/04/15 by Vadim Nastasiuk, Nastasiuk, Vadim
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis
paper · pdf · doi:10.48550/arxiv.1504.03822
The probability distribution function (PDF) for prices on financial markets is derived by extremization of Fisher information. It is shown how on that basis the quantum-like description for financial markets arises and different financial market models are mapped by quantum mechanical ones.