论文标题
关于股票市场的概率流i：黑色choles案例
On the probability flow in the Stock market I: The Black-Scholes case
论文作者
论文摘要
众所周知，鉴于股票市场的概率不是股票市场的保守数量，因为它与开放系统相对应。在本文中，我们通过在哈密顿形式中表达理想的黑色 - choles方程来分析该系统中的概率流。然后，我们分析了概率的不保留如何影响股票价格的稳定性。最后，我们发现概率可能在市场上保存下来的条件，以这种方式挑战了哈密顿黑人黑人的非官员性质。
It is known that the probability is not a conserved quantity in the stock market, given the fact that it corresponds to an open system. In this paper we analyze the flow of probability in this system by expressing the ideal Black-Scholes equation in the Hamiltonian form. We then analyze how the non-conservation of probability affects the stability of the prices of the Stocks. 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.
