Relativistic Quantum Finance
classification
💱 q-fin.MF
keywords
distributionequationgeneralizedinvariantlimittransformationsunderaddition
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Employing the Klein-Gordon equation, we propose a generalized Black-Scholes equation. In addition, we found a limit where this generalized equation is invariant under conformal transformations, in particular invariant under scale transformations. In this limit, we show that the stock prices distribution is given by a Cauchy distribution, instead of a normal distribution.
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