Fisher information and quantum mechanical models for finance

Preprint English OPEN
Nastasiuk, Vadim (2015)
  • Subject: Quantitative Finance - Statistical Finance

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 qua... View more
  • References (2)

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    Press (2000) [3] J. Voit, The statistical mechanics of financial markets, Texts and monographs in physics, Springer, Berlin, Germany, 2005 [4] B. E. Baaquie, Quantum finance, Cambridge Univ. Press, Cambridge, UK, 2004.

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