Hedging bets with correlated quantum strategies

DOI10.1098/rspa.2011.0621zbMath1372.91020arXiv1104.1140MaRDI QIDQ5362012

John Watrous, Abel Molina

Publication date: 29 September 2017

Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.1140

Mathematics Subject Classification ID

91B80: Applications of statistical and quantum mechanics to economics (econophysics)

90C22: Semidefinite programming

91G20: Derivative securities (option pricing, hedging, etc.)

91A60: Probabilistic games; gambling

81P45: Quantum information, communication, networks (quantum-theoretic aspects)