52 citations · 453 across the 41 of their papers we have counts for
4 papers · 1 filter
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…
Quantum Cat's Dilemma
Marcin Makowski, Edward W. Piotrowski
We study a quantum version of the sequential game illustrating problems connected with making rational decisions. We compare the results that the two models (quantum and classical)…
Quantum Games and Programmable Quantum Systems
Edward W. Piotrowski, Jan Sladkowski
Attention to the very physical aspects of information characterizes the current research in quantum computation, quantum cryptography and quantum communication. In most of the case…
Universality of Measurements on Quantum Markets
Ireneusz Pakula, Edward W. Piotrowski, Jan Sladkowski
We reason about possible future development of quantum game theory and its impact on information processing and the emerging information society. Two of the authors have recently p…