Asymmetric Information and Quantization in Financial Economics
نویسندگان
چکیده
We show how a quantum formulation of financial economics can be derived from asymmetries with respect to Fisher information. Our approach leverages statistical derivations of quantum mechanics which provide a natural basis for interpreting quantum formulations of social sciences generally and of economics in particular. We illustrate the utility of this approach by deriving arbitrage-free derivative-security dynamics.
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ورودعنوان ژورنال:
- Int. J. Math. Mathematical Sciences
دوره 2012 شماره
صفحات -
تاریخ انتشار 2012