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The Quantum Stock Market: And the Road Not Taken in Finance
By David Orrell
Paperback
$45.00
By David Orrell
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A new paradigm based on quantum probability that can model stock markets and price options—and also upends classical quantitative finance.
In The Quantum Stock Market, David Orrell combines theory and new empirical findings to argue for a new approach to finance based on quantum probability. The main finding, a property called q-variance, may be unique in finance in that it was discovered as the result of a prediction, affects financial markets in general, has no tunable parameter, and has i...
In The Quantum Stock Market, David Orrell combines theory and new empirical findings to argue for a new approach to finance based on quantum probability. The main finding, a property called q-variance, may be unique in finance in that it was discovered as the result of a prediction, affects financial markets in general, has no tunable parameter, and has i...
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