{
  "annotation_id": "1a2e6892-acac-4775-9b39-5715a74c7bf4",
  "date_created": "2026-03-02T18:01:48.348000Z",
  "date_modified": "2026-03-02T18:01:48.348000Z",
  "file_hash": "6df35208253da303bf9d9ef89761861a21df154c4660c1947b0b78f05a82df43",
  "private": false,
  "record": {
    "abstract": "In this paper, we present a quantum version of some portions of Mathematical\nFinance, including theory of arbitrage, asset pricing, and optional\ndecomposition in financial markets based on finite dimensional quantum\nprobability spaces. As examples, the quantum model of binomial markets is\nstudied. We show that this quantum model ceases to pose the paradox which\nappears in the classical model of the binomial market. Furthermore, we\nre-deduce the Cox-Ross-Rubinstein binomial option pricing formula by\nconsidering multi-period quantum binomial markets.",
    "arxiv_id": "quant-ph/0112158",
    "authors": [
      "Zeqian Chen"
    ],
    "categories": [
      "quant-ph",
      "math.FA",
      "math.PR"
    ],
    "title": "Quantum Finance: The Finite Dimensional Case",
    "url": "https://arxiv.org/abs/quant-ph/0112158"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "9846f283-15fe-4631-8814-8ac1d6a66457",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}