{
  "annotation_id": "de69c254-58cd-42c5-a4ba-723c0773bebd",
  "date_created": "2026-03-02T18:02:20.735000Z",
  "date_modified": "2026-03-02T18:02:20.735000Z",
  "file_hash": "7a4e963312cb8a589022b992d937ebbf3b6515315d501024682d7e4f55a6bf46",
  "private": false,
  "record": {
    "abstract": "In this work we propose a option pricing model based on the\nOrnstein-Uhlenbeck process. It is a new look at the Black-Scholes formula which\nis based on the quantum game theory. We show the differences between a\nclassical look which is price changing by a Wiener process and the pricing is\nsupported by a quantum model.",
    "arxiv_id": "quant-ph/0510121",
    "authors": [
      "Edward W. Piotrowski",
      "Malgorzata Schroeder",
      "Anna Zambrzycka"
    ],
    "categories": [
      "quant-ph"
    ],
    "doi": "10.1016/j.physa.2005.12.021",
    "title": "Quantum extension of European option pricing based on the   Ornstein-Uhlenbeck process",
    "url": "https://arxiv.org/abs/quant-ph/0510121"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "120d6682-efd6-49f9-88ec-c6e86b846735",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}