Abstract
The aim of this note is to show that the classical results in finance theory for pricing of derivatives, given by making use of the replication principle , can be extended to the noncommutative world. We believe that this could be of interest in quantum probability. The main result called the First fundamental theorem of asset pricing , states that a noncommutative stock market admits no-arbitrage if and only if it admits a noncommutative equivalent martingale probability.
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