# The connection between multiple prices of an Option at a given time with single prices defined at different times: The concept of weak-value in quantum finance

## TL;DR

This paper introduces a quantum finance-inspired method to predict option price evolution by linking single and multiple prices at different times using a financial Hamiltonian, enhancing uncertainty modeling.

## Contribution

It presents a novel approach using quantum concepts to connect option prices at different times, allowing for better uncertainty prediction in financial systems.

## Key findings

- Method effectively predicts option evolution under uncertainty
- Framework extends to multiple prices at a single time
- Application guidelines for real-world scenarios

## Abstract

We introduce a new tool for predicting the evolution of an option for the cases where at some specific time, there is a high-degree of uncertainty for identifying its price. We work over the special case where we can predict the evolution of the system by joining a single price for the Option, defined at some specific time with a pair of prices defined at another instant. This is achieved by describing the evolution of the system through a financial Hamiltonian. The extension to the case of multiple prices at a given instant is straightforward. We also explain how to apply these results in real situations.