2009
DOI: 10.1016/j.physa.2008.10.035
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A wave function for stock market returns

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Cited by 35 publications
(34 citation statements)
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“…For example, various options have been modelled using quantum mechanical potentials [6], option pricing with stochastic volatility has been studied using the path integral technique [7]. Also, quantum mechanics has been used to analyze option pricing, stock market returns [8][9][10], Black-Scholes (BS) equation [11,12] etc. Supersymmetry formalism has been employed to obtain new solvable diffusion processes [13].…”
Section: Introductionmentioning
confidence: 99%
“…For example, various options have been modelled using quantum mechanical potentials [6], option pricing with stochastic volatility has been studied using the path integral technique [7]. Also, quantum mechanics has been used to analyze option pricing, stock market returns [8][9][10], Black-Scholes (BS) equation [11,12] etc. Supersymmetry formalism has been employed to obtain new solvable diffusion processes [13].…”
Section: Introductionmentioning
confidence: 99%
“…Economies 2021, 9, x FOR PEER REVIEW 9 of 16 quadrant of positive positions, which explains that returns are still moved. In this case, the high energy zone stands for the explanation of Bull market momentums (Ahn et al 2018;Ataullah et al 2008). Conversely, the fall of returns (Bear market momentum) is the negative quadrant-compared with the case of low energy with no evidence or information to push up.…”
Section: Quantum Mechanics and Wave Function For Time Series Movementmentioning
confidence: 93%
“…The mathematical methods of quantum mechanics have spread outside quantum physics and have reached the field of human condition ( [1], [2], [3], [4], [5] and [6]), model of decision making ( [7], [8], [9], [10], [11], [12], [13], [14] and [15]), quantum game theory ( [16], [17], [18], [19] and [20]), econophysics ( [21], [22], [23], [24], [25], [26] and [27]) among others. This suggests us that the abstract principles of quantum mechanics exhibit a high degree of adaptability and contextuality and allow to apply it as "quantum like" models to different branches of human cognition science.…”
Section: Introductionmentioning
confidence: 99%