no code implementations • 5 Nov 2020 • Ivan Arraut, Alan Au, Alan Ching-biu Tse
We analyze the phenomena of spontaneous symmetry breaking in Quantum Finance by using as a starting point the Black-Scholes (BS) and the Merton-Garman (MG) equations expressed in the Hamiltonian form.
no code implementations • 27 Sep 2020 • Olga Poppe, Tayo Amuneke, Dalitso Banda, Aritra De, Ari Green, Manon Knoertzer, Ehi Nosakhare, Karthik Rajendran, Deepak Shankargouda, Meina Wang, Alan Au, Carlo Curino, Qun Guo, Alekh Jindal, Ajay Kalhan, Morgan Oslake, Sonia Parchani, Vijay Ramani, Raj Sellappan, Saikat Sen, Sheetal Shrotri, Soundararajan Srinivasan, Ping Xia, Shize Xu, Alicia Yang, Yiwen Zhu
Microsoft Azure is dedicated to guarantee high quality of service to its customers, in particular, during periods of high customer activity, while controlling cost.
no code implementations • 18 Apr 2020 • Ivan Arraut, Alan Au, Alan Ching-biu Tse
We demonstrate that the martingale condition in the stock market can be interpreted as a vacuum condition when we express the financial equations in the Hamiltonian form.
no code implementations • 20 Dec 2019 • Ivan Arraut, Alan Au, Alan Ching-biu Tse, Joao Alexandre Lobo Marques
Finally, we find the conditions under which the probability might be conserved in the market, challenging in this way the non-Hermitian nature of the Black-Scholes Hamiltonian.
no code implementations • 14 May 2019 • Ivan Arraut, Alan Au, Alan Ching-biu Tse, Carlos Segovia
We work over the special case where we can predict the evolution of the system by joining a single price for the Option, defined at some specific time with a pair of prices defined at another instant.