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Questions tagged [econo-physics]

The use of methods from the physical sciences to aid in the study of economic and financial systems. Note that econo-physics questions are only allowed if they are mainly about physics.

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11
votes
1answer
1k views

Where can I learn about connections between economics and physics?

I understand that there are a lot of concepts in economics motivated by physics so I was wondering if anyone would be able to recommend me some sources to learn about these things. Ideally, a textbook ...
5
votes
0answers
107 views

Hamiltonian System Outside Physics [closed]

What are good examples of Hamiltonian systems outside physics? I heard there are financial systems that can be described by a Lagrangian, and was interested to see some examples
1
vote
0answers
82 views

Association of financial phenomena/indications with the conservation laws of Black Scholes equation

For a while I've been doing research on methods of obtaining conservation laws via the symmetries of differential equations (DEs). I'm presently doing research on identifying financial indicators/...
9
votes
1answer
532 views

Relationship between the Black-Scholes model and path integrals

This question was inspired by some interesting comments by Rod Vance on this answer. Could you (Rod), or someone else, expand on these comments and give a brief summary of the connection between the ...
21
votes
1answer
4k views

The Concepts of Path Integral in Quantitative Finance [closed]

I realize that path integral techniques can be applied to quantitative finance such as option value calculation. But I don't quite understand how this is done. Is it possible to explain this to me ...