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Quantized Interest Rate at the Money for American Options
Quantized Interest Rate Money for American Options
2010/10/29
In this work, we expand the idea of Samuelson[3] and Shepp[2,5,6] for stock
optimization using the Bachelier model [4] as our models for the stock price at the money
(X[stock price]= K[strike price]...
Stock markets and quantum dynamics: a second quantized description
Stock markets quantum dynamics
2010/11/1
In this paper we continue our descriptions of stock markets in terms of some non abelian operators which are used to describe the portfolio of the various traders and other observable quantities. Afte...