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Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Geodesic equation integrator using 4th-order Runge-Kutta — AGT-04. More...
Go to the source code of this file.
Namespaces | |
| namespace | srfm |
| namespace | srfm::tensor |
Geodesic equation integrator using 4th-order Runge-Kutta — AGT-04.
Integrates the geodesic ODE: dx^λ/dτ = u^λ du^λ/dτ = −Γ^λ_{μν} u^μ u^ν
Natural price paths in curved financial spacetime are geodesics — the trajectories that extremise proper time given the covariance geometry.
Definition in file geodesic.cpp.