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q-fin.CP2018
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…
math.DS2018
Some breathers and multi-breathers for FPU-type chains
Gianni Arioli, Hans Koch
We consider several breather solutions for FPU-type chains that have been found numerically. Using computer-assisted techniques, we prove that there exist true solutions nearby, an…
q-fin.CP2018
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…