  Quantum Stochastic Calculus can be used as a means by which randomness can be
introduced to observables acting on a Hilbert space. In this article we show
how the mechanisms of Quantum Stochastic Calculus can be used to extend the
classical Black-Scholes framework by incorporating a breakdown in the liquidity
of a traded asset. This is captured via the widening of the bid offer spread,
and the impact on the nature of the resulting probability distribution is
modelled in this work.
