Simplified stock markets described by number operators

Details Simplified stock markets described by number operators Simplified stock markets described by number operators

2009-04-21

arxiv.org/abs/0904.3213v1

Economy

Quantitative Finance

Trading and Market Microstructure

Rep. on Math. Phys., in press

Scientific paper

In this paper we continue our systematic analysis of the operatorial approach previously proposed in an economical context and we discuss a {\em mixed} toy model of a simplified stock market, i.e. a model in which the price of the shares is given as an input. We deduce the time evolution of the portfolio of the various traders of the market, as well as of other {\em observable} quantities. As in a previous paper, we solve the equations of motion by means of a {\em fixed point like} approximation.

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