The connection between multiple prices of an Option at a given time with single prices defined at different times: The concept of weak-value in quantum finance
arXiv:1905.05813 · doi:10.1016/j.physa.2019.04.264
Abstract
We introduce a new tool for predicting the evolution of an option for the cases where at some specific time, there is a high-degree of uncertainty for identifying its price. We work over the special case where we can predict the evolution of the system by joining a single price for the Option, defined at some specific time with a pair of prices defined at another instant. This is achieved by describing the evolution of the system through a financial Hamiltonian. The extension to the case of multiple prices at a given instant is straightforward. We also explain how to apply these results in real situations.
arXiv comment31 pages, 5 figures, version published in Physica A
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Cited by in corpus (4)
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