| DC Field | Value | Language |
|---|
| dc.contributor.author | ROMERO SANPEDRO, JUAN MANUEL | - |
| dc.contributor.author | LAVANA, ULISES | - |
| dc.contributor.author | MARTINEZ MIRANDA, ELIO AGUSTIN | - |
| dc.coverage.spatial | <dc:creator id="info:eu-repo/dai/mx/cvu/239423">JUAN MANUEL ROMERO SANPEDRO</dc:creator> | - |
| dc.coverage.spatial | <dc:creator id="info:eu-repo/dai/mx/cvu/47929">ELIO AGUSTIN MARTINEZ MIRANDA</dc:creator> | - |
| dc.coverage.temporal | <dc:subject>info:eu-repo/classification/cti/1</dc:subject> | - |
| dc.date.accessioned | 2021-05-12T18:28:43Z | - |
| dc.date.available | 2021-05-12T18:28:43Z | - |
| dc.date.issued | 2013 | - |
| dc.identifier.citation | arXiv.org Cornell University 2013 | en_US |
| dc.identifier.uri | http://ilitia.cua.uam.mx:8080/jspui/handle/123456789/778 | - |
| dc.description.abstract | Using the one dimensional free particle symmetries, the quantum
finance symmetries are obtained. Namely, it is shown that Black Scholes equation is invariant under Schrödinger group. In order to
do this, the one dimensional free non-relativistic particle and its sym metries are revisited. To get the Black-Scholes equation symmetries,
the particle mass is identified as the inverse of square of the volatility.
Furthermore, using financial variables, a Schrödinger algebra representation is constructed. | en_US |
| dc.description.sponsorship | Cornell University | en_US |
| dc.language.iso | Inglés | en_US |
| dc.publisher | Nueva York : Cornell University | en_US |
| dc.rights | https://arxiv.org/pdf/1304.4995.pdf | - |
| dc.subject | Física cuántica | en_US |
| dc.subject | Grupo de Schrödinger | en_US |
| dc.title | Schrödinger group and quantum finance | en_US |
| dc.type | Artículo | en_US |
| Aparece en las colecciones: | Artículos
|
