论文标题
伪阵行，Martingale流程和非贵重定价
Pseudo-Hermiticity, Martingale Processes and Non-Arbitrage Pricing
论文作者
论文摘要
以前已经提出了基于Wick产品和白噪声形式主义的财务模型，以便将积分纳入分数布朗运动。还指出，这自然会导致对金融市场的量子机械解释。在本文中，我们进一步提出了这一想法，特别是表明了如何使用量子概率的框架来构建Martingales，而无需依赖Brownian积分。我们继续提出这样做的好处，并为将来的工作提供途径。
Financial models based on the Wick product, and White Noise formalism have previously been suggested in order to incorporate integrals with respect to fractional Brownian motion. It has also been pointed out that this leads naturally to a quantum mechanical interpretation of the financial market. In this article we pursue this idea further, and in particular show how the framework of quantum probability can be used to construct Martingales, without relying on Brownian integrals. We go on to suggest benefits of doing so, and avenues for future work.
