| Título: | Conformal symmetry in quantum finance |
| Autor(es): | ROMERO SANPEDRO, JUAN MANUEL MARTINEZ MIRANDA, ELIO AGUSTIN HERNANDEZ GORDILLO LAVANA, OMAR ULISES |
| Temas: | Álgebra Simetría Cuántica |
| Fecha: | 2014 |
| Editorial: | Bristol : IOP Publishing |
| Citation: | Journal of Physics: Conference Series 512 (2014) 012029 |
| Resumen: | The quantum finance symmetries are studied. In order to do this, the one dimensional free non-relativistic particle and its symmetries are revisited and the particle mass is identified as the inverse of square of the volatility. Furthermore, using financial variables, a Schr¨odinger algebra representation is constructed. In addition, it is shown that the operators of this last representation are not hermitian and not conserved. |
| URI: | http://ilitia.cua.uam.mx:8080/jspui/handle/123456789/756 |
| Aparece en las colecciones: | Artículos |
| Fichero | Descripción | Tamaño | Formato | |
|---|---|---|---|---|
| Conformal symmetry in quantum finance.pdf | 1.15 MB | Adobe PDF | Visualizar/Abrir |
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