Gauge symmetries and the Higgs mechanism in Quantum Finance

I Arraut - Europhysics Letters, 2023 - iopscience.iop.org
By using the Hamiltonian formulation, we demonstrate that the Merton-Garman equation
emerges naturally from the Black-Scholes equation after imposing invariance (symmetry) …

The probability flow in the Stock market and Spontaneous symmetry breaking in Quantum Finance

I Arraut, JA Lobo Marques, S Gomes - Mathematics, 2021 - mdpi.com
The spontaneous symmetry breaking phenomena applied to Quantum Finance considers
that the martingale state in the stock market corresponds to a ground (vacuum) state if we …

The Role of the Volatility in the Option Market

I Arraut, KI Lei - AppliedMath, 2023 - mdpi.com
We review some general aspects about the Black–Scholes equation, which is used for
predicting the fair price of an option inside the stock market. Our analysis includes the …

Revenue Management in Airlines and External Factors Affecting Decisions: The Harmonic Oscillator Model

I Arraut, W Rosado, V Leong - Mathematics, 2024 - mdpi.com
The Revenue Management (RM) problem in airlines for a fixed capacity, single resource
and two classes has been solved before by using a standard formalism. In this paper we …

Risk-sensitive maximum principle for controlled system with delay

P Wang - Mathematics, 2023 - mdpi.com
Risk-sensitive maximum principle and verification theorem for controlled system with delay
is obtained by virtue of classical convex variational technique. The prime feature in the …

[PDF][PDF] Examining Single step and Multistep Quantum Binomial Option Pricing Model

A Bhatt, R Gor - IOSR Journal of Economics and Finance (IOSR-JEF), 2022 - academia.edu
A well-known challenge in finance is to price options efficiently and precisely. Quantum
approach is being examined in the hopes of making more effective computers to price …

On the Local equivalence of the Black Scholes and the Merton Garman equations

I Arraut - arXiv preprint arXiv:2410.00925, 2024 - arxiv.org
It was demonstrated previously that the stochastic volatility emerges as the gauge field
necessary for restoring the local symmetry under changes of the prices of the stocks inside …

Symmetry and financial markets

JV Andersen, A Nowak - Europhysics Letters, 2022 - iopscience.iop.org
It is hard to overstate the importance that the concept of symmetry has had in every field of
physics, a fact alluded to by the Nobel Prize winner PW Anderson, who once wrote that" …

[PDF][PDF] Innovative Teaching and Learning of Quantum Finance and Intelligent Trading Strategies

R Lee, S Zhou, J Fong, G Li, Y Ji, J He… - Innovative Teaching and …, 2023 - doc.global-sci.org
Innovative Teaching and Learning http://doi. org/10.4208/itl. 20230105 Vol. 4, No. 2, pp. 73-
93 September 2023 Hitherto it has been a real challenge to integrate innovations in …

Can We Build a Quantum Computer?

W Yuan - Advances in Computer, Signals and Systems, 2022 - clausiuspress.com
This paper presented and evaluated obstacles and solutions for these problems in building
quantum computers. From the perspective of hardware, problems such as processing and …