Option Pricing Under Quantum Theory of Securities Price Formation

2016 ◽  
Author(s):  
Jack Sarkissian

Author(s):  
Robert B. Griffiths
Keyword(s):  




1998 ◽  
Vol 45 (2) ◽  
pp. 377-402 ◽  
Author(s):  
EDUARD SCHMIDT , JOHN JEFFERS , STEPHEN M.




1971 ◽  
Vol 14 (6) ◽  
pp. 135-156 ◽  
Author(s):  
J. Amran Sussmann
Keyword(s):  


1995 ◽  
Vol 5 (2) ◽  
pp. 245-262 ◽  
Author(s):  
E. H. du Marchie van Voorthuysen


Author(s):  
Elena A. Fedorova ◽  
Diana V. Zaripova ◽  
Igor S. Demin

This work confirmed the hypotheses about the influence of the mood index on Twitter on the pricing of art objects and the difference between the experts' estimations and the final price of the auction. The hypotheses were tested with the use of a sample of 83 paintings selected on the basis of ratings of ARTNET's online resource about the most expensive works of art ever sold in the last 10–15 years. The sample consisted of 25 artists, for each of them was made an index of moods on Twitter. This index was created by a sentimental analysis of each tweet about the artist on the hashtag for a period of 2 to 4 months between the announcements of sales in the open sources and the direct sale of the work with the use of the two dictionaries AFINN and NRC.



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