| DC Field | Value | Language |
|---|
| dc.contributor.author | ROMERO SANPEDRO, JUAN MANUEL | - |
| dc.contributor.author | ZUBIETA MARTINEZ, ILSE B. | - |
| dc.coverage.spatial | <dc:creator id="info:eu-repo/dai/mx/cvu/239423">JUAN MANUEL ROMERO SANPEDRO</dc:creator> | - |
| dc.coverage.temporal | <dc:subject>info:eu-repo/classification/cti/1</dc:subject> | - |
| dc.date.accessioned | 2021-05-12T19:45:53Z | - |
| dc.date.available | 2021-05-12T19:45:53Z | - |
| dc.date.issued | 2016 | - |
| dc.identifier.citation | arXiv.org Cornell University 2016 | en_US |
| dc.identifier.uri | http://ilitia.cua.uam.mx:8080/jspui/handle/123456789/781 | - |
| dc.description.abstract | Employing the Klein-Gordon equation, we propose a generalized
Black-Scholes equation. In addition, we found a limit where this generalized equation is invariant under conformal transformations, in particular invariant under scale transformations. In this limit, we show
that the stock prices distribution is given by a Cauchy distribution,
instead of a normal distribution. | 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/1604.01447.pdf | - |
| dc.subject | Finanzas Cuánticas | en_US |
| dc.subject | Ecuación de Black-Scholes | en_US |
| dc.subject | Distribución de Cauchy | en_US |
| dc.subject | Ecuación de Klein-Gordon | en_US |
| dc.title | Relativistic quantum finance | en_US |
| dc.type | Artículo | en_US |
| Aparece en las colecciones: | Artículos
|
