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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…