62 citations · 473 across the 38 of their papers we have counts for
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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…
hep-th2019★ 2 cited
The counting of Nambu-Goldstone bosons in a non-Hermitian field theory
Ivan Arraut
We demonstrate that the number of Nambu-Goldstone bosons is always equal to the number of conserved currents inside the scenario of non-Hermitian field theories with spontaneous sy…
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…