Asymmetric Information and Quantization in Financial Economics | Zendy

Raymond J. Hawkins | Zendy; B. Roy Frieden | Zendy

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Asymmetric Information and Quantization in Financial Economics

Author(s) -

Raymond J. Hawkins,

B. Roy Frieden

Publication year - 2012

Publication title -

international journal of mathematics and mathematical sciences

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.21

H-Index - 39

eISSN - 1687-0425

pISSN - 0161-1712

DOI - 10.1155/2012/470293

Subject(s) - quantization (signal processing) , mathematics , arbitrage , mathematical economics , quantum , information asymmetry , econometrics , economics , finance , quantum mechanics , statistics , physics

We show how a quantum formulation of financial economics can be derived from asymmetries with respect to Fisher information. Our approach leverages statistical derivations of quantum mechanics which provide a natural basis for interpreting quantum formulations of social sciences generally and of economics in particular. We illustrate the utility of this approach by deriving arbitrage-free derivative-security dynamics

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