| Título: | The black-scholes equation and certain quantum hamiltonians |
| Autor(es): | ROMERO SANPEDRO, JUAN MANUEL GONZALEZ GAXIOLA, OSWALDO RUIZ DE CHAVEZ SOMOZA, JUAN BERNAL JAQUEZ, ROBERTO |
| Temas: | Física cuántica Cuántica supersimétrica Mecánica Finanzas Cuánticas |
| Fecha: | 2011 |
| Editorial: | Nueva York : Cornell University |
| Citation: | arXiv.org Cornell University 2011 |
| Resumen: | In this paper a quantum mechanics is built by means of a nonHermitian momentum operator. We have shown that it is possible to construct two Hermitian and two non-Hermitian type of Hamiltonians using this momentum operator. We can construct a generalized supersymmetric quantum mechanics that has a dual based on these Hamiltonians. In addition, it is shown that the non-Hermitian Hamiltonians of this theory can be related to Hamiltonians that naturally arise in the so-called quantum finance |
| URI: | http://ilitia.cua.uam.mx:8080/jspui/handle/123456789/779 |
| Aparece en las colecciones: | Artículos |
| Fichero | Descripción | Tamaño | Formato | |
|---|---|---|---|---|
| The Black-Scholes Equation and Certain Quantum Hamiltonians.pdf | 103.75 kB | Adobe PDF | Visualizar/Abrir |
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