4 citations · 4 across the 1 of their papers we have counts for
2 papers
physics.soc-ph2006★ 4 cited
The matrix rate of return
Anna Zambrzycka, Edward W. Piotrowski
In this paper we give definitions of matrix rates of return which do not depend on the choice of basis describing baskets. We give their economic interpretation. The matrix rate of…
quant-ph2005
Quantum extension of European option pricing based on the Ornstein-Uhlenbeck process
Edward W. Piotrowski, Malgorzata Schroeder, Anna Zambrzycka
In this work we propose a option pricing model based on the Ornstein-Uhlenbeck process. It is a new look at the Black-Scholes formula which is based on the quantum game theory. We…