金融市场是量子世界的一个方面吗

O. Racorean
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引用次数: 1

摘要

区间约束市场中期权的时间独立定价题目中的问题很自然地出现在我的脑海里。在上述文章中指出,在某些市场条件下,股票价格受到与时间无关的薛定谔方程完全匹配的方程的影响。期权估值的时间无关方程进一步用于解释类似于α粒子衰变隧道效应的股票市场现象。推导了股价隧道效应的传导系数。虽然量子力学在量子物理学中可能没有重要的影响,但在量子力学应用于股票市场的哲学方面是非常重要的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Are Financial Markets an aspect of Quantum World
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.
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