Fisher information and quantum mechanical models for finance

Published 15 Apr 2015 in q-fin.ST | (1504.03822v1)

Abstract: The probability distribution function (PDF) for prices on financial markets is derived by extremization of Fisher information. It is shown how on that basis the quantum-like description for financial markets arises and different financial market models are mapped by quantum mechanical ones.

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Authors (1)

Vadim Nastasiuk

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