论文标题
经典定量融资的倒置抛物线世界：非平衡和非扰动金融视角
The Inverted Parabola World of Classical Quantitative Finance: Non-Equilibrium and Non-Perturbative Finance Perspective
论文作者
论文摘要
从基于物理学的角度看，诸如几何布朗运动或后来的扩展（例如局部或随机波动率模型）等经典定量金融模型，例如局部或随机波动率模型，因为它们都等同于带有噪声的负质量振荡器。本文根据物理学的见解提出了一种替代配方。
Classical quantitative finance models such as the Geometric Brownian Motion or its later extensions such as local or stochastic volatility models do not make sense when seen from a physics-based perspective, as they are all equivalent to a negative mass oscillator with a noise. This paper presents an alternative formulation based on insights from physics.
