14 citations · 25 across the 4 of their papers we have counts for
4 papers
Spontaneous symmetry breaking in Quantum Finance
Ivan Arraut, Alan Au, Alan Ching-biu Tse
We analyze the phenomena of spontaneous symmetry breaking in Quantum Finance by using as a starting point the Black-Scholes (BS) and the Merton-Garman (MG) equations expressed in t…
On the multiplicity of the martingale condition: Spontaneous symmetry breaking in Quantum Finance
Ivan Arraut, Alan Au, Alan Ching-biu Tse
We demonstrate that the martingale condition in the stock market can be interpreted as a vacuum condition when we express the financial equations in the Hamiltonian form. We then s…
On the probability flow in the Stock market I: The Black-Scholes case
Ivan Arraut, Alan Au, Alan Ching-biu Tse +1
It is known that the probability is not a conserved quantity in the stock market, given the fact that it corresponds to an open system. In this paper we analyze the flow of probabi…
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
Ivan Arraut, Alan Au, Alan Ching-biu Tse +1
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 wor…