MODEL KUANTUM DINAMIKA HARGA SAHAM DALAM WAKILAN INTEGRAL LINTASAN
Quantum model of stock price dynamics has been proposed. The solution based on this model is obtained by using path integral representation. The final equations of the model is in the form of Fourier transformation integral. The Fourier transform is applied to determine the form of probability distr...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2012
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| Summary: | Quantum model of stock price dynamics has been proposed. The solution
based on this model is obtained by using path integral representation. The final equations
of the model is in the form of Fourier transformation integral. The Fourier
transform is applied to determine the form of probability distribution. The model
then tested in the case of the real data of the stock price index of PT . Astra Agro
Lestari, Tbk. The comparation yield some essential parameters corresponding to the
stock price index of PT. Astra Agro Lestari, Tbk. |
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