论文标题
量子融资中的自发对称性破坏
Spontaneous symmetry breaking in Quantum Finance
论文作者
论文摘要
我们通过用作以汉密尔顿形式表达的黑色 - 旋风(BS)和默顿 - 加尔曼(Mg)方程来分析量子融资中自发对称性破坏的现象。在这种情况下,Martingale条件(状态)对应于真空状态,该真空状态在系统的对称性自发破裂时变成退化。然后,我们分析了系统的损坏对称性,并从金融市场的角度解释了Nambu-Goldstone玻色子的外观。
We analyze the phenomena of spontaneous symmetry breaking in Quantum Finance by using as a starting point the Black-Scholes (BS) and the Merton-Garman (MG) equations expressed in the Hamiltonian form. In this scenario the martingale condition (state) corresponds to the vacuum state which becomes degenerate when the symmetry of the system is spontaneously broken. We then analyze the broken symmetries of the system and we interpret from the perspective of Financial markets the possible appearance of the Nambu-Goldstone bosons.