Piotrowski, Edward W.; Schroeder, Małgorzata; … - In: Physica A: Statistical Mechanics and its Applications 368 (2006) 1, pp. 176-182
In this paper we propose an option pricing model based on the Ornstein–Uhlenbeck process. It is a fresh look at the option pricing which is grounded on the quantum game theory and it is more subtle. We show the differences between a classical look which is price changing by a Wiener process...
