6 citations · 11 across the 2 of their papers we have counts for
2 papers
q-fin.CP2018★ 5 cited
A model for stocks dynamics based on a non-Gaussian path integral
Giovanni Paolinelli, Gianni Arioli
We introduce a model for the dynamics of stock prices based on a non quadratic path integral. The model is a generalization of Ilinski's path integral model, more precisely we choo…
q-fin.CP2018★ 6 cited
A path integral based model for stocks and order dynamics
Giovanni Paolinelli, Gianni Arioli
We introduce a model for the short-term dynamics of financial assets based on an application to finance of quantum gauge theory, developing ideas of Ilinski. We present a numerical…