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arXiv 1002.1667math-phhep-thmath.MPquant-ph
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Black-Scholes方程与某些量子哈密顿量

The Black-Scholes Equation and Certain Quantum Hamiltonians

Juan M. Romero, O. Gonzalez-Gaxiola, J. Ruiz de Chavez, R. Bernal-Jaquez

摘要:

本文利用非厄米动量算符建立了一个量子力学。我们已经证明,它是可能的构造两个厄米和两个非厄米型的哈密顿量使用这个动量算符。我们可以构造一个广义超对称量子力学,它具有基于这些哈密顿量的对偶。此外,它表明,该理论的非厄米哈密顿量可以与自然产生的哈密顿量,在所谓的量子金融。

英文摘要:

In this paper a quantum mechanics is built by means of a non-Hermitian momentum operator. We have shown that it is possible to construct two Hermitian and two non-Hermitian type of Hamiltonians using this momentum operator. We can construct a generalized supersymmetric quantum mechanics that has a dual based on these Hamiltonians. In addition, it is shown that the non-Hermitian Hamiltonians of this theory can be related to Hamiltonians that naturally arise in the so-called quantum finance.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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