Abstract

The formulation of quantum mechanics as a diffusion process by Nelson (Phys Rev 150:1079–1085, 1966) provides for an interesting approach on how we may transit from classical mechanics into quantum mechanics. Besides the presence of the real potential function, another type of potential function (often denoted as ‘quantum potential’) forms an intrinsic part of this theory. In this paper we attempt to show how both types of potential functions can have a use in a resolutely macroscopic context like financial asset pricing. We are particularly interested in uncovering how the ‘quantum potential’ can add to the economics-based relevant information which is already supplied by the real potential function.

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