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Application of Bohmian mechanics to dynamics of prices of shares: Stochastic model of Bohm-Vigier from properties of price trajectories. (English) Zbl 1133.91500
Summary: We propose to describe behavioral financial factors (e.g., expectations of traders) by using the pilot wave (Bohmian) model of quantum mechanics. Through comparing properties of trajectories we come to the conclusion that the only possibility to proceed with real financial data is to apply the stochastic version of the pilot wave theory-the model of Bohm-Vigier.

MSC:
91B70 Stochastic models in economics
91B24 Microeconomic theory (price theory and economic markets)
81T99 Quantum field theory; related classical field theories
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