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pro vyhledávání: '"Wang, Qi Chen Hong-tao"'
Autor:
Wang, Qi Chen Hong-tao, Guo, Chao
Hamiltonian approach in quantum theory provides a new thinking for option pricing with stochastic interest rates. For barrier options, the option price changing process is similar to the infinite high barrier scattering problem in quantum mechanics;
Externí odkaz:
http://arxiv.org/abs/2307.07103