摘要翻译：
相对论量子力学方法被用来发展股票市场动力学。相对论在这里的概念是指金融市场上的大的外部波动性或波动性冲击。我们用微分几何的方法，通过价格的平行运输，得到了股票价格运动的直接移动。这里的价格表示为具有不同自旋取向的电子。在这里，自旋粒子的向上和向下方向被比作股票价格的上升或下降。利用Riemann曲率丰富了股票价格的paralel传输，描述了市场中的一些套利机会。为了解决股票价格动力学问题，我们使用了球形膜上双品诺的狄拉克方程。我们发现，当球形膜缩写为赤道上的圆盘时，我们收敛到金融市场的理想行为，其中Black Scholes方程和半经典方程是充分的。如果考虑到所有套利机会和交易成本，完整的球形品牌世界情景可以揭示非均衡市场行为。
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英文标题：
《D-Brane solutions under market panic》
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作者：
R. Pincak
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最新提交年份：
2013
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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英文摘要：
The relativistic quantum mechanic approach is used to develop a stock market dynamics. The relativistic is conceptional here as the meaning of big external volatility or volatility shock on a financial market. We used a differential geometry approach with the parallel transport of the prices to obtain a direct shift of the stock price movement. The prices are represented here as electrons with different spin orientation. Up and down orientations of the spin particle are likened here as an increase or a decrease of stock prices. The paralel transport of stock prices is enriched about Riemann curvature which describes some arbitrage opportunities in the market. To solve the stock-price dynamics, we used the Dirac equation for bispinors on the spherical brane-world. We found that when a spherical brane is abbreviated to the disk on the equator, we converge to the ideal behaviour of financial market where Black Scholes as well as semi-classical equations are sufficient. Full spherical brane-world scenarios can descibe a non-equilibrium market behaviour were all arbitrage opportunities as well as transaction costs are take into account.
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