Quantum finance utilizes the mathematical frameworks of quantum mechanics—specifically and Feynman path integrals —to model complex financial systems like option pricing and interest rate dynamics.

Feynman path integrals offer a method to calculate the probability of asset price transitions by summing over all possible price trajectories. PATH INTEGRALS AND HAMILTONIANS

: The classical Black-Scholes equation for option pricing can be recast as a Schrödinger-like equation using a non-Hermitian Hamiltonian.