The Black-Scholes Equation and Certain Quantum Hamiltonians

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)

Add Your Comments