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References
- ↑ Nastasiuk, Vadim A. (2014). "Emergent quantum mechanics of finances". Physica A: Statistical Mechanics and Its Applications. Elsevier BV. 403: 148–154. arXiv: 1312.3247 . doi:10.1016/j.physa.2014.02.037. ISSN 0378-4371.
- ↑ Nastasiuk, V.A. (2015). "Fisher information and quantum potential well model for finance". Physics Letters A. Elsevier BV. 379 (36): 1998–2000. arXiv: 1504.03822 . doi:10.1016/j.physleta.2015.06.052. ISSN 0375-9601.
- ↑ Peters, O.; Klein, W. (2013-03-08). "Ergodicity Breaking in Geometric Brownian Motion". Physical Review Letters. 110 (10): 100603. arXiv: 1209.4517 . doi:10.1103/physrevlett.110.100603. ISSN 0031-9007. PMID 23521245.
- ↑ Peters, Ole (2011). "Optimal leverage from non-ergodicity". Quantitative Finance. Informa UK Limited. 11 (11): 1593–1602. arXiv: 0902.2965 . doi:10.1080/14697688.2010.513338. ISSN 1469-7688.
- ↑ Lillo, Fabrizio; Mantegna, Rosario N. (2000-11-01). "Variety and volatility in financial markets". Physical Review E. American Physical Society (APS). 62 (5): 6126–6134. arXiv: cond-mat/0006065 . doi:10.1103/physreve.62.6126. ISSN 1063-651X. PMID 11101943.