{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,7,18]],"date-time":"2024-07-18T18:36:17Z","timestamp":1721327777552},"reference-count":69,"publisher":"Hindawi Limited","license":[{"start":{"date-parts":[[2012,1,1]],"date-time":"2012-01-01T00:00:00Z","timestamp":1325376000000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by\/3.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["International Journal of Mathematics and Mathematical Sciences"],"published-print":{"date-parts":[[2012]]},"abstract":"<jats:p>We show how a quantum formulation of financial economics can be derived from asymmetries with respect to Fisher information. Our approach leverages statistical derivations of quantum mechanics which provide a natural basis for interpreting quantum formulations of social sciences generally and of economics in particular. We illustrate the utility of this approach by deriving arbitrage-free derivative-security dynamics.<\/jats:p>","DOI":"10.1155\/2012\/470293","type":"journal-article","created":{"date-parts":[[2012,12,11]],"date-time":"2012-12-11T21:00:45Z","timestamp":1355259645000},"page":"1-11","source":"Crossref","is-referenced-by-count":10,"title":["Asymmetric Information and Quantization in Financial Economics"],"prefix":"10.1155","volume":"2012","author":[{"given":"Raymond J.","family":"Hawkins","sequence":"first","affiliation":[{"name":"College of Optical Sciences, The University of Arizona, Tucson, AZ 85721, USA"}]},{"given":"B. Roy","family":"Frieden","sequence":"additional","affiliation":[{"name":"College of Optical Sciences, The University of Arizona, Tucson, AZ 85721, USA"}]}],"member":"98","reference":[{"issue":"4","key":"63","doi-asserted-by":"crossref","first-page":"1441","DOI":"10.1162\/003355300555015","volume":"115","year":"2000","journal-title":"Quarterly Journal of Economics"},{"key":"64","doi-asserted-by":"crossref","first-page":"6","DOI":"10.1177\/056943450304700202","volume":"47","year":"2003","journal-title":"The American Economist"},{"key":"65","doi-asserted-by":"crossref","first-page":"17","DOI":"10.1177\/056943450404800103","volume":"48","year":"2004","journal-title":"The American Economist"},{"key":"55","year":"1991"},{"key":"46","year":"2010"},{"issue":"3","key":"59","doi-asserted-by":"crossref","first-page":"1775","DOI":"10.1103\/PhysRevA.58.1775","volume":"58","year":"1998","journal-title":"Physical Review A"},{"issue":"1","key":"20","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1111\/j.1469-1809.1943.tb02307.x","volume":"12","year":"1943","journal-title":"Annals of Eugenics"},{"key":"24","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511622670"},{"key":"25","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511616907"},{"key":"27","volume-title":"Financial economics from Fisher information","year":"2007"},{"key":"26","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2009.09.028"},{"key":"36","doi-asserted-by":"publisher","DOI":"10.1016\/j.physleta.2003.12.054"},{"key":"37","doi-asserted-by":"publisher","DOI":"10.1016\/j.physleta.2005.06.079"},{"key":"34","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2010.04.032"},{"key":"35","volume-title":"Econophysics","year":"2004"},{"key":"19","year":"2002"},{"key":"66","doi-asserted-by":"publisher","DOI":"10.1007\/BF01325785"},{"key":"39","doi-asserted-by":"publisher","DOI":"10.1002\/andp.200810333"},{"key":"29","doi-asserted-by":"publisher","DOI":"10.1007\/s10773-005-8973-3"},{"issue":"1","key":"30","first-page":"41","volume":"9","year":"2008","journal-title":"Romanian Journal of Economic Forecasting"},{"key":"32","doi-asserted-by":"publisher","DOI":"10.1007\/s10773-007-9506-z"},{"key":"31","doi-asserted-by":"publisher","DOI":"10.1007\/s11238-007-9054-2"},{"key":"33","doi-asserted-by":"publisher","DOI":"10.1007\/s10440-008-9343-y"},{"key":"13","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2006.07.029"},{"key":"14","doi-asserted-by":"publisher","DOI":"10.1007\/s11232-007-0104-2"},{"key":"15","doi-asserted-by":"publisher","DOI":"10.1007\/s10773-007-9469-0"},{"key":"17","doi-asserted-by":"publisher","DOI":"10.1016\/j.ins.2008.07.001"},{"key":"16","volume-title":"Quantum-like viewpoint on the complexity and randomness of the financial market","year":"2009"},{"key":"44","doi-asserted-by":"publisher","DOI":"10.1023\/A:1018885632116"},{"key":"45","first-page":"136","volume":"1","year":"2003","journal-title":"Problems and Perspectives of Management"},{"key":"8","doi-asserted-by":"crossref","first-page":"637","DOI":"10.1086\/260062","volume":"81","year":"1973","journal-title":"Journal of Political Economy"},{"issue":"2","key":"54","first-page":"449","volume":"29","year":"1974","journal-title":"Journal of Finance"},{"issue":"2","key":"7","doi-asserted-by":"crossref","first-page":"351","DOI":"10.1111\/j.1540-6261.1976.tb01891.x","volume":"31","year":"1976","journal-title":"Journal of Finance"},{"key":"53","doi-asserted-by":"publisher","DOI":"10.1007\/BF01400372"},{"key":"56","doi-asserted-by":"publisher","DOI":"10.1103\/PhysRev.150.1079"},{"key":"57","year":"1967"},{"key":"18","series-title":"Princeton Mathematical Series","volume":"9","year":"1946"},{"key":"58","first-page":"81","volume":"37","year":"1945","journal-title":"Bulletin of the Calcutta Mathematical Society"},{"key":"50","series-title":"Course of Theoretical Physics","volume":"3","year":"1977"},{"key":"10","doi-asserted-by":"crossref","first-page":"166","DOI":"10.1103\/PhysRev.85.166","volume":"85","year":"1952","journal-title":"Physical Review"},{"key":"11","doi-asserted-by":"crossref","first-page":"180","DOI":"10.1103\/PhysRev.85.180","volume":"85","year":"1952","journal-title":"Physical Review"},{"key":"48","year":"2009"},{"key":"68","doi-asserted-by":"publisher","DOI":"10.1007\/s10773-006-9297-7"},{"key":"12","year":"2003"},{"key":"67","series-title":"Texts and Monographs in Physics","year":"2005"},{"key":"3","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511617577"},{"key":"4","year":"2010"},{"key":"38","year":"2001"},{"key":"42","year":"1936"},{"key":"43","doi-asserted-by":"crossref","first-page":"209","DOI":"10.2307\/1882087","volume":"51","year":"1937","journal-title":"Quarterly Journal of Economics"},{"key":"49","year":"1921"},{"key":"1","year":"2007"},{"key":"21","doi-asserted-by":"crossref","first-page":"321","DOI":"10.1006\/jeth.1994.1018","volume":"62","year":"1994","journal-title":"Journal of Economic Theory"},{"key":"22","volume-title":"Statistical equilibrium in economics: method, interpretation, and an example","year":"2002"},{"key":"52","volume-title":"Applications of statistical physics in finance and economics","year":"2009"},{"key":"69","doi-asserted-by":"publisher","DOI":"10.1103\/RevModPhys.81.1703"},{"key":"5","volume-title":"Information Theory and statistical entropy","volume":"1","year":"1982"},{"key":"6","year":"2008"},{"key":"28","series-title":"Springer Series in Synergetics","year":"2000"},{"key":"60","series-title":"Synthese Library, edited volume of Jaynes' work edited by R. D. Rosenkrantz","volume":"158","year":"1983"},{"key":"41","year":"1967"},{"key":"62","series-title":"Springer Series in Synergetics","year":"2000"},{"key":"47","doi-asserted-by":"publisher","DOI":"10.1155\/2010\/808424"},{"key":"23","first-page":"25","volume":"50","year":"1994","journal-title":"Financial Analysts Journal"},{"issue":"2","key":"2","first-page":"177","volume":"27","year":"2002","journal-title":"European Physical Journal B"},{"issue":"1","key":"40","doi-asserted-by":"crossref","first-page":"109","DOI":"10.2307\/2330874","volume":"22","year":"1987","journal-title":"Journal of Financial and Quantitative Analysis"},{"issue":"1","key":"9","doi-asserted-by":"crossref","first-page":"153","DOI":"10.1111\/j.1540-6261.1994.tb04424.x","volume":"49","year":"1994","journal-title":"Journal of Finance"},{"issue":"5","key":"51","doi-asserted-by":"crossref","first-page":"2017","DOI":"10.1111\/0022-1082.00280","volume":"55","year":"2000","journal-title":"Journal of Finance"},{"key":"61","year":"1981"}],"container-title":["International Journal of Mathematics and Mathematical Sciences"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/downloads.hindawi.com\/journals\/ijmms\/2012\/470293.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/downloads.hindawi.com\/journals\/ijmms\/2012\/470293.xml","content-type":"application\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/downloads.hindawi.com\/journals\/ijmms\/2012\/470293.pdf","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,21]],"date-time":"2017-06-21T03:59:03Z","timestamp":1498017543000},"score":1,"resource":{"primary":{"URL":"http:\/\/www.hindawi.com\/journals\/ijmms\/2012\/470293\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2012]]},"references-count":69,"alternative-id":["470293","470293"],"URL":"https:\/\/doi.org\/10.1155\/2012\/470293","relation":{},"ISSN":["0161-1712","1687-0425"],"issn-type":[{"value":"0161-1712","type":"print"},{"value":"1687-0425","type":"electronic"}],"subject":[],"published":{"date-parts":[[2012]]}}}