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Adelic Theory of the Stock Market

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Market Risk and Financial Markets Modeling

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Abstract

The p-adic theory of the stock market is presented. It is shown that the price dynamics is very naturally described by the adelic function. The procedure of derivation of the functional integral formulation of an adelic type is derived from microscopic models using generalized supercoherent states.

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References

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Author information

Authors and Affiliations

  1. Natural science institute of Perm state university, Perm, Russia

    Victor Zharkov

Authors
  1. Victor Zharkov
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Correspondence to Victor Zharkov .

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Editors and Affiliations

  1. Dept. Management,, Technologie und Ökonomie, ETH Zürich, Kreuzplatz 5, Zürich, 8032, Switzerland

    Didier Sornette

  2. , Prognoz Risk Lab, Perm State University, Perm, Russia

    Sergey Ivliev

  3. , D-MTEC, ETH Zurich, Kreuzplatz 5, Zurich, 8032, Switzerland

    Hilary Woodard

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© 2012 Springer-Verlag Berlin Heidelberg

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Zharkov, V. (2012). Adelic Theory of the Stock Market. In: Sornette, D., Ivliev, S., Woodard, H. (eds) Market Risk and Financial Markets Modeling. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-27931-7_23

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  • DOI: https://doi.org/10.1007/978-3-642-27931-7_23

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-27930-0

  • Online ISBN: 978-3-642-27931-7

  • eBook Packages: Business and EconomicsEconomics and Finance (R0)

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