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Title: The Variation of Financial Arbitrage via the Use of an Information Wave Function
Authors: Haven, Emmanuel
First Published: 22-Aug-2007
Publisher: Springer Verlag (Germany)
Citation: International Journal of Theoretical Physics, 2008, 47, (1), pp. 193-199
Abstract: We define an ‘information wave function’, Ψ(q). We underline the role of risk-neutral probabilities in financial non-arbitrage. We argue how a change in the probabilities based on Ψ(q) can induce arbitrage.
DOI Link: 10.1007/s10773-007-9506-z
ISSN: 0020-7748
eISSN: 1572-9575
Type: Article
Appears in Collections:Published Articles, School of Management

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