A path integral based model for stocks and order dynamics
arXiv:1803.07904 · doi:10.1016/j.physa.2018.07.007
Abstract
We introduce a model for the short-term dynamics of financial assets based on an application to finance of quantum gauge theory, developing ideas of Ilinski. We present a numerical algorithm for the computation of the probability distribution of prices and compare the results with APPLE stocks prices and the S&P500 index.