TY - JOUR
T1 - The connection between multiple prices of an Option at a given time with single prices defined at different times
T2 - The concept of weak-value in quantum finance
AU - Arraut, Ivan
AU - Au, Alan
AU - Tse, Alan Ching biu
AU - Segovia, Carlos
N1 - Publisher Copyright:
© 2019 Elsevier B.V.
PY - 2019/7/15
Y1 - 2019/7/15
N2 - 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 work over cases where we can predict the evolution of the system by joining prices (one or more) for the Option, defined at some specific time with prices (one or more) defined at another instant. This is achieved by describing the evolution of the system through a financial Hamiltonian.
AB - 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 work over cases where we can predict the evolution of the system by joining prices (one or more) for the Option, defined at some specific time with prices (one or more) defined at another instant. This is achieved by describing the evolution of the system through a financial Hamiltonian.
KW - Double slit experiment
KW - Financial Hamiltonian
KW - Option price
KW - Probability conservation
KW - Uncertainty in the price
KW - Weak-Value
UR - http://www.scopus.com/inward/record.url?scp=85064384242&partnerID=8YFLogxK
U2 - 10.1016/j.physa.2019.04.264
DO - 10.1016/j.physa.2019.04.264
M3 - Article
AN - SCOPUS:85064384242
SN - 0378-4371
VL - 526
JO - Physica A: Statistical Mechanics and its Applications
JF - Physica A: Statistical Mechanics and its Applications
M1 - 121028
ER -