  A quantum financial approach to finite games of strategy is addressed, with
an extension of Nash's theorem to the quantum financial setting, allowing for
an entanglement of games of strategy with two-period financial allocation
problems that are expressed in terms of: the consumption plans' optimization
problem in pure exchange economies and the finite-state securities market
optimization problem, thus addressing, within the financial setting, the
interplay between companies' business games and financial agents' behavior.
  A complete set of quantum Arrow-Debreu prices, resulting from the game of
strategy's quantum Nash equilibrium, is shown to hold, even in the absence of
securities' market completeness, such that Pareto optimal results are obtained
without having to assume the completeness condition that the rank of the
securities' payoff matrix is equal to the number of alternative lottery states.
