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Fisher information and quantum mechanical models for 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 quantum mechanical ones.
Year of publication:
2015-04
Authors: Nastasiuk, Vadim
Institutions: arXiv.org
Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Source:
Persistent link: https://www.econbiz.de/10011257661
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