11 citations · 11 across the 2 of their papers we have counts for
2 papers
q-fin.GN2022★ 11 cited
The probability flow in the Stock market and Spontaneous symmetry breaking in Quantum Finance
Ivan Arraut, Joao Alexandre Lobo Marques, Sergio Gomes
The Spontaneous Symmetry breaking in Quantum Finance considers the martingale condition in the stock market as a vacuum state if we express the financial equations in the Hamiltoni…
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…