  Quantum Finance represents the synthesis of the techniques of quantum theory
(quantum mechanics and quantum field theory) to theoretical and applied
finance. After a brief overview of the connection between these fields, we
illustrate some of the methods of lattice simulations of path integrals for the
pricing of options. The ideas are sketched out for simple models, such as the
Black-Scholes model, where analytical and numerical results are compared.
Application of the method to nonlinear systems is also briefly overviewed. More
general models, for exotic or path-dependent options are discussed.
