  We generalize the recently proposed quantum model for the stock market by
Zhang and Huang to make it consistent with the discrete nature of the stock
price. In this formalism, the price of the stock and its trend satisfy the
generalized uncertainty relation and the corresponding generalized Hamiltonian
contains an additional term proportional to the fourth power of the trend. We
study a driven infinite quantum well where information as the external field
periodically fluctuates and show that the presence of the minimal trading value
of stocks results in a positive shift in the characteristic frequencies of the
quantum system. The connection between the information frequency and the
transition probabilities is discussed finally.
