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researcher

A. Tse

3 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author2
  • last author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • q-fin.GN2
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

most citedThe 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

10 citations · 11 across the 3 of their papers we have counts for

collaborators

3 papers

q-fin.GN2020★ 1 cited

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…

q-fin.GN2019

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…

q-fin.PR2019★ 10 cited

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.