Piotrowski, Edward W.; Sładkowski, Jan - In: Physica A: Statistical Mechanics and its Applications 345 (2005) 1, pp. 185-195
We discuss the time evolution of quotations of stocks and commodities and show that corrections to the orthodox Bachelier model inspired by quantum mechanical time evolution of particles may be important. Our analysis shows that traders tactics can interfere as waves do and trader's strategies...