no code implementations • 4 May 2022 • Ivan Arraut, Joao Alexandre Lobo Marques, Sergio Gomes
The Spontaneous Symmetry breaking in Quantum Finance considers the martingale condition in the stock market as a vacuum state if we express the financial equations in the Hamiltonian form.
no code implementations • 20 Dec 2019 • Ivan Arraut, Alan Au, Alan Ching-biu Tse, Joao Alexandre Lobo Marques
Finally, we find the conditions under which the probability might be conserved in the market, challenging in this way the non-Hermitian nature of the Black-Scholes Hamiltonian.
