Before revision:  We propose that one can use a Schrodinger equation to derive the probabilistic behaviour of the financial market , and discuss the benefits of doing so. This presents an alternative approach to replace the use of standard diffusion processes (for example a Brownian motion or Wiener process) .
After revision:  We propose that one can use a Schrodinger equation to derive the probabilistic behaviour of the financial market . In this article we pursue this idea further, and in particular show how the framework of quantum probability can be used to construct Martingales, without relying on Brownian integrals .