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Gravity Dual for Reggeon Field Theory and Non-linear Quantum Finance

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  • Yu Nakayama

Abstract

We study scale invariant but not necessarily conformal invariant deformations of non-relativistic conformal field theories from the dual gravity viewpoint. We present the corresponding metric that solves the Einstein equation coupled with a massive vector field. We find that, within the class of metric we study, when we assume the Galilean invariance, the scale invariant deformation always preserves the non-relativistic conformal invariance. We discuss applications to scaling regime of Reggeon field theory and non-linear quantum finance. These theories possess scale invariance but may or may not break the conformal invariance, depending on the underlying symmetry assumptions.

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  • Yu Nakayama, 2009. "Gravity Dual for Reggeon Field Theory and Non-linear Quantum Finance," Papers 0906.4112, arXiv.org.
  • Handle: RePEc:arx:papers:0906.4112
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    File URL: http://arxiv.org/pdf/0906.4112
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    Cited by:

    1. Kakushadze, Zura, 2017. "Volatility smile as relativistic effect," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 475(C), pages 59-76.
    2. Zura Kakushadze, 2016. "Volatility Smile as Relativistic Effect," Papers 1610.02456, arXiv.org, revised Feb 2017.

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