Asymmetric Information and Quantization in Financial Economics

Joint Authors

Hawkins, Raymond J.
Frieden, B. Roy

Source

International Journal of Mathematics and Mathematical Sciences

Issue

Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-11, 11 p.

Publisher

Hindawi Publishing Corporation

Publication Date

2012-12-11

Country of Publication

Egypt

No. of Pages

11

Main Subjects

Mathematics

Abstract EN

We show how a quantum formulation of financial economics can be derived from asymmetries with respect to Fisher information.

Our approach leverages statistical derivations of quantum mechanics which provide a natural basis for interpreting quantum formulations of social sciences generally and of economics in particular.

We illustrate the utility of this approach by deriving arbitrage-free derivative-security dynamics.

American Psychological Association (APA)

Hawkins, Raymond J.& Frieden, B. Roy. 2012. Asymmetric Information and Quantization in Financial Economics. International Journal of Mathematics and Mathematical Sciences،Vol. 2012, no. 2012, pp.1-11.
https://search.emarefa.net/detail/BIM-474043

Modern Language Association (MLA)

Hawkins, Raymond J.& Frieden, B. Roy. Asymmetric Information and Quantization in Financial Economics. International Journal of Mathematics and Mathematical Sciences No. 2012 (2012), pp.1-11.
https://search.emarefa.net/detail/BIM-474043

American Medical Association (AMA)

Hawkins, Raymond J.& Frieden, B. Roy. Asymmetric Information and Quantization in Financial Economics. International Journal of Mathematics and Mathematical Sciences. 2012. Vol. 2012, no. 2012, pp.1-11.
https://search.emarefa.net/detail/BIM-474043

Data Type

Journal Articles

Language

English

Notes

Includes bibliographical references

Record ID

BIM-474043