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arxiv: 1002.1667 · v2 · pith:QL5O2BWVnew · submitted 2010-02-08 · 🧮 math-ph · hep-th· math.MP· quant-ph

The Black-Scholes Equation and Certain Quantum Hamiltonians

classification 🧮 math-ph hep-thmath.MPquant-ph
keywords hamiltoniansquantumnon-hermitianconstructmechanicsmomentumoperatoraddition
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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.

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