78 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre National de la Recherche ScientifiqueFR57 papers
- Institut de Recherche en Astrophysique et PlanétologieFR57 papers
- Université Toulouse III - Paul SabatierFR57 papers
- Aix-Marseille UniversitéFR56 papers
- Centre de physique des particules de MarseilleFR56 papers
- Institut de Physique des 2 Infinis de LyonFR56 papers
- Lyon 1 UniversitéFR56 papers
- Université Paris-SaclayFR56 papers
- Astronomical Observatory of RomeIT55 papers
- École Polytechnique Fédérale de LausanneCH55 papers
- European Space Research and Technology CentreNL55 papers
- European Space Research InstituteIT55 papers
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q-fin.GN2023★ 10 cited
Gauge symmetries and the Higgs mechanism in Quantum Finance
Ivan Arraut
By using the Hamiltonian formulation, we demonstrate that the Merton-Garman equation emerges naturally from the Black-Scholes equation after imposing invariance (symmetry) under lo…
q-fin.GN2022★ 11 cited
The probability flow in the Stock market and Spontaneous symmetry breaking in Quantum Finance
Ivan Arraut, Joao Alexandre Lobo Marques, Sergio Gomes
The Spontaneous Symmetry breaking in Quantum Finance considers the martingale condition in the stock market as a vacuum state if we express the financial equations in the Hamiltoni…