Please use this identifier to cite or link to this item: http://hdl.handle.net/2381/32798
Title: Potential Functions and the Characterization of Economics-Based Information
Authors: Haven, Emmanuel
First Published: 4-Jul-2015
Publisher: Springer Verlag (Germany)
Citation: Foundations of Physics, July 2015
Abstract: The formulation of quantum mechanics as a diffusion process by Nelson (Phys Rev 150:1079–1085, 1966) provides for an interesting approach on how we may transit from classical mechanics into quantum mechanics. Besides the presence of the real potential function, another type of potential function (often denoted as ‘quantum potential’) forms an intrinsic part of this theory. In this paper we attempt to show how both types of potential functions can have a use in a resolutely macroscopic context like financial asset pricing. We are particularly interested in uncovering how the ‘quantum potential’ can add to the economics-based relevant information which is already supplied by the real potential function.
DOI Link: 10.1007/s10701-015-9931-4
ISSN: 0015-9018
eISSN: 1572-9516
Links: http://link.springer.com/article/10.1007%2Fs10701-015-9931-4
http://hdl.handle.net/2381/32798
Version: Post-print
Status: Peer-reviewed
Type: Journal Article
Rights: Archived with reference to SHERPA/RoMEO and publisher website. The final publication is available at Springer via http://dx.doi.org/10.1007/s10701-015-9931-4
Appears in Collections:Published Articles, School of Management

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