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