Asset trading under non-classical ambiguity and heterogeneous beliefs
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DOI: 10.1016/j.physa.2019.01.067
Abstract: Abstract We propose discrete time asset trading framework based on quantum probability formalism that represents well the ambiguity of agents in respect to the fundamental values and price states of the traded assets. Divergence of… read more here.
Keywords: ambiguity; price; asset; asset trading ... See more keywords