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Quantum Game Theory in Finance

Author

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  • Edward W. Piotrowski
  • Jan Sladkowski

Abstract

This is a short review of the background and recent development in quantum game theory and its possible application in economics and finance. The intersection of science and society is also discussed. The review is addressed to non-specialists.

Suggested Citation

  • Edward W. Piotrowski & Jan Sladkowski, "undated". "Quantum Game Theory in Finance," Departmental Working Papers 19, University of Bialtystok, Department of Theoretical Physics.
    • Handle: RePEc:sla:eakjkl:19
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    File URL: http://alpha.uwb.edu.pl/ep/RePEc/sla/eakjkl/19.pdf
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    References listed on IDEAS

    as
    1. Schaden, Martin, 2002. "Quantum finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 316(1), pages 511-538.
    2. Velupillai, K., 2000. "Computable Economics: The Arne Ryde Memorial Lectures," OUP Catalogue, Oxford University Press, number 9780198295273.
    3. Stanley, H.Eugene & Nunes Amaral, Luis A. & Gabaix, Xavier & Gopikrishnan, Parameswaran & Plerou, Vasiliki, 2001. "Quantifying economic fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 302(1), pages 126-137.
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    Cited by:

    1. Piotrowski, Edward W. & Sładkowski, Jan, 2008. "Quantum auctions: Facts and myths," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3949-3953.
    2. Hanauske, Matthias & Kunz, Jennifer & Bernius, Steffen & König, Wolfgang, 2010. "Doves and hawks in economics revisited: An evolutionary quantum game theory based analysis of financial crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(21), pages 5084-5102.
    3. Pineiro-Chousa, Juan & Vizcaíno-González, Marcos, 2016. "A quantum derivation of a reputational risk premium," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 304-309.

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