2009/07/15 by Fabio Bagarello · 1 citation
Economics, Econometrics and Finance · #q-fin.GN
paper · pdf · doi:10.1016/j.physa.2009.07.006
in press in Physica A
arxiv created 2009/07/15 · arxiv updated 2015/05/13
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 \em portfolio of a certain trader to a different one. This computation can also be carried out using some kind of \em Feynman graphs adapted to the present context.