The PT Symmeter » O. Gonzalez-Gaxiola http://ptsymmetry.net PT Symmetry articles and information Wed, 24 Dec 2014 09:54:41 +0000 en hourly 1 http://wordpress.org/?v=3.0.4 The Black-Scholes Equation and Certain Quantum Hamiltonians http://ptsymmetry.net/?p=169&utm_source=rss&utm_medium=rss&utm_campaign=the-black-scholes-equation-and-certain-quantum-hamiltonians http://ptsymmetry.net/?p=169#comments Sun, 16 Jan 2011 12:59:37 +0000 dwh http://ptsymmetry.net/?p=169 Juan M. Romero, O. Gonzalez-Gaxiola, J. Ruiz de Chavez, R. Bernal-Jaquez

Abstract: In this paper a quantum mechanics is built by means of a non-Hermitian momentum operator. We have shown that it is possible to construct two Hermitian and two non-Hermitian type of Hamiltonians using this momentum operator. We can construct a generalized supersymmetric quantum mechanics that has a dual based on these Hamiltonians. In addition, it is shown that the non-Hermitian Hamiltonians of this theory can be related to Hamiltonians that naturally arise in the so-called quantum finance.

http://arxiv.org/abs/1002.1667
Mathematical Physics (math-ph); High Energy Physics – Theory (hep-th); Quantum Physics (quant-ph)

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