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yosmod04
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- TL;DR Summary
- I am interested in knowing how to connect the eigenvalues of a non harmonic Schrodinger equation with the price levels of exchange rates.
Dear all,
Dr. Raymond S. T. Lee in his book on Quantum Finance (page 112), normalizes quantum price return QPR(n) using the following scaling:
Normalized QPR(n)=1+0.21*sigma*QPR(n).
I don't know of any way of explaining this equation.
sigma is the standard deviation of the wave function solution of a Schrodinger equation.
QPR(n)=E(n)/E(0), where E are the eigenvalues of an an-harmonic quantum oscillator (Schrodinger equation with a quadratic and a quartic term)
Thanks!
Dr. Raymond S. T. Lee in his book on Quantum Finance (page 112), normalizes quantum price return QPR(n) using the following scaling:
Normalized QPR(n)=1+0.21*sigma*QPR(n).
I don't know of any way of explaining this equation.
sigma is the standard deviation of the wave function solution of a Schrodinger equation.
QPR(n)=E(n)/E(0), where E are the eigenvalues of an an-harmonic quantum oscillator (Schrodinger equation with a quadratic and a quartic term)
Thanks!