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Path integral method in quantum mechanics provides a new thinking for barrier option pricing. For proportional step options, the option price changing process is similar to the one dimensional trapezoid potential barrier scattering problem…

Pricing of Securities · Quantitative Finance 2022-06-13 Qi Chen , Chao Guo

The phase-integral method (PIM) is an asymptotic method of the geometrical optics or semi-classical type for solving approximately, but in many cases very accurately, a wide class of differential equations in physics. Unlike the related…

Mathematical Physics · Physics 2010-01-05 S. Yngve , B. Thidé

For distinguishable particles it is well known that Brownian motion and a Feynman-Kac functional can be used to calculate the path integral (for imaginary times) for a general class of scalar potentials. In order to treat identical…

Condensed Matter · Physics 2009-10-28 L. F. Lemmens , F. Brosens , J. T. Devreese

The path integral formalism gives a very illustrative and intuitive understanding of quantum mechanics but due to its difficult sum over phases one usually prefers Schr\"odinger's approach. We will show that it is possible to calculate…

Quantum Physics · Physics 2007-05-23 A. Dullweber , E. R. Hilf , E. Mendel

We present a new method for the decomposition of multi-loop Euclidean Feynman integrals into quasi-finite Feynman integrals. These are defined in shifted dimensions with higher powers of the propagators, make explicit both infrared and…

High Energy Physics - Phenomenology · Physics 2017-04-21 Andreas von Manteuffel , Erik Panzer , Robert M. Schabinger

Quantum interferometry methods exploit quantum resources, such as photonic entanglement, to enhance phase estimation beyond classical limits. Nonlinear optics has served as a workhorse for the generation of entangled photon pairs, ensuring…

Quantum Physics · Physics 2025-08-04 Romain Dalidet , Anthony Martin , Grégory Sauder , Laurent Labonté , Sébastien Tanzilli

In nuclear and particle physics one is often faced with problems where perturbation theory is not applicable. An example of this is the description of bound states. Therefore, an exact solution of field theory to all orders is an…

High Energy Physics - Phenomenology · Physics 2009-10-31 Cetin Savkli

A new approach to the path integral over fermionic fields, based on the extension of a reformulation of the adiabatic approximation to some quantum mechanical systems, is presented. A novel non-analytic contribution to the efective…

High Energy Physics - Phenomenology · Physics 2012-03-15 J. L. Cortes , J. Gamboa , S. Lepe , J. Lopez-Sarrion

Feynman's path integrals in ordinary, p-adic and adelic quantum mechanics are considered. The corresponding probability amplitudes $ K(x^{"},t^{"};x',t')$ for two-dimensional systems with quadratic Lagrangians are evaluated analytically and…

Mathematical Physics · Physics 2010-12-01 Branko Dragovich

We introduce the tools of intersection theory to the study of Feynman integrals, which allows for a new way of projecting integrals onto a basis. In order to illustrate this technique, we consider the Baikov representation of maximal cuts…

High Energy Physics - Theory · Physics 2019-03-06 Pierpaolo Mastrolia , Sebastian Mizera

In this paper we study the nondegenerate optical parametric oscillator with injected signal, both analytically and numerically. We develop a perturbation approach which allows us to find approximate analytical solutions, starting from the…

Quantum Physics · Physics 2009-11-11 B. Coutinho dos Santos , K. Dechoum , A. Z. Khoury , L. F. da Silva , M. K. Olsen

We give a pragmatic/pedagogical discussion of using Euclidean path integral in asset pricing. We then illustrate the path integral approach on short-rate models. By understanding the change of path integral measure in the Vasicek/Hull-White…

Mathematical Finance · Quantitative Finance 2016-08-16 Zura Kakushadze

The derivation of path integrals is reconsidered. It is shown that the expression for the discretized action is not unique, and the path integration domain can be deformed so that at least Gaussian path integrals become probabillistic. This…

Quantum Physics · Physics 2016-10-28 Evgeny A. Polyakov , Alexey N. Rubtsov

Many interesting physical theories have analytic classical actions. We show how Feynman's path integral may be defined non-perturbatively, for such theories, without a Wick rotation to imaginary time. We start by introducing a class of…

High Energy Physics - Theory · Physics 2023-05-17 Job Feldbrugge , Neil Turok

The path integral approach to quantum mechanics provides a method of quantization of dynamical systems directly from the Lagrange formalism. In field theory the method presents some advantages over Hamiltonian quantization. The Lagrange…

Quantum Physics · Physics 2007-05-23 M. Asorey , A. Ibort , G. Marmo

The Feynman path integral approach to quantum mechanics is examined in the case where the configuration space is curved. It is shown how the ambiguity that is present in the choice of path integral measure may be resolved if, in addition to…

High Energy Physics - Theory · Physics 2007-05-23 David J. Toms

Our previous work on quantum mechanics in Hilbert spaces of finite dimensions N is applied to elucidate the deep meaning of Feynman's path integral pointed out by G. Svetlichny. He speculated that the secret of the Feynman path integral may…

Quantum Physics · Physics 2009-08-05 J Tolar , G Chadzitaskos

This paper reviews and generalizes Feynman's path integration methods which use time slicing with straight line segments and Fourier sine series. The generalizations are done from variational calculus considerations and in one dimension for…

Quantum Physics · Physics 2018-09-03 John W. Russell

The path integral for space-time noncommutative theory is formulated by means of Schwinger's action principle which is based on the equations of motion and a suitable ansatz of asymptotic conditions. The resulting path integral has…

High Energy Physics - Theory · Physics 2009-11-10 Kazuo Fujikawa

From the following thought experiments, it is demonstrated that the collapse of wave function of an isolated system is possible without external observer. It will be shown that the analysis by Feynman path integral method supports this…

Quantum Physics · Physics 2014-01-27 Zinkoo Yun
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