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Path-integral Quantum PATHTREE and PATHINT Algorithms · Study

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PreprintPath-integral Quantum PATHTREE and PATHINT Algorithms

Lester Ingber2016

OA

Preprintgreen2016

Path-integral Quantum PATHTREE and PATHINT Algorithms

20 citations·0/0 files stored·SSRN Electronic Journal

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Stochastic processes and financial applications Quantum Mechanics and Applications Quantum Computing Algorithms and Architecture

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References

1973The Pricing of Options and Corporate Liabilities 2016“Options, Futures, and Other Derivatives”2003Options, Futures and Other Derivatives 2008Mathematical Models of Financial Derivatives 2000High-resolution path-integral development of financial options 2007The Quantum Black-Scholes Equation 2003QUANTUM MECHANICS, PATH INTEGRALS AND OPTION PRICING: REDUCING THE COMPLEXITY OF FINANCE 2001Probability Tree Algorithm for General Diffusion Processes

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2013A Highly Accurate Finite Element Method to Price Discrete Double Barrier Optionsarticle · 4 shared references 2014A Path Integral Way to Option Pricingarticle · 4 shared references 2001Probability Tree Algorithm for General Diffusion Processespreprint · 4 shared references 2019Primal-dual active set method for pricing American better-of option on two assetsarticle · 4 shared references 2017Options on Quantum Money: Quantum Path-Integral with Serial Shockspreprint · 4 shared references 2001Capabilities as Real Optionsarticle · 3 shared references

Details

Year2016

Typepreprint

Published2016-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations20

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.2139/ssrn.2751111

openalex_workW2483580728

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