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20132020
most citedQuantum coupled-wave theory of price formation in financial markets: price measurement, dynamics and ergodicity

12 citations · 18 across the 3 of their papers we have counts for

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q-fin.TR2013★ 6 cited

Coupled mode theory of stock price formation

Jack Sarkissian

We develop a theory of bid and ask price dynamics where the two prices form due to interaction of buy and sell orders. In this model the two prices are represented by eigenvalues o…