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A new mathematical model for the Black-Scholes equation is proposed to forecast option prices. This model includes new interval for the price of the underlying stock as well as new initial and boundary conditions. Conventional notions of…

Mathematical Finance · Quantitative Finance 2015-03-13 Michael V. Klibanov , Andrey V. Kuzhuget

This study presents a numerical simulation of a quantum electron confined in a 10 nm potential well, using the Crank-Nicolson numerical technique to solve the time-dependent Schrodinger equation. The results capture the evolution of the…

General Physics · Physics 2025-08-07 Adib Kabir

The potential approach is a general and simple method for modelling interest rates, foreign exchange rates, and in principle other types of financial assets. This paper takes data on some liquid interest rate derivatives, and fits potential…

Computational Finance · Quantitative Finance 2012-04-26 Tino Kluge , L. C. G. Rogers

We study the nonlinear Schrodinger equations with a linear potential. A change of variables makes it possible to deduce results concerning finite time blow up and scattering theory from the case with no potential.

Analysis of PDEs · Mathematics 2007-05-23 Remi Carles , Yoshihisa Nakamura

The asymptotic iteration method is used to find exact and approximate solutions of Schroedinger's equation for a number of one-dimensional trigonometric potentials (sine-squared, double-cosine, tangent-squared, and complex cotangent).…

Mathematical Physics · Physics 2014-03-05 Hakan Ciftci , Richard L. Hall , Nasser Saad

We review some results concerning the semi-classical limit for the nonlinear Schrodinger equation, with or without an external potential. We consider initial data which are either of the WKB type, or very concentrated as the semi-classical…

Analysis of PDEs · Mathematics 2009-02-02 Rémi Carles

We consider a non relativistic charged particle in a 1-dimensional infinite square potential well. This quantum system is subjected to a control, which is a uniform (in space) time depending electric field. It is represented by a complex…

Analysis of PDEs · Mathematics 2008-01-11 Karine Beauchard , Mazyar Mirrahimi

It is believed by the majority today that the efficient market hypothesis is imperfect because of market irrationality. Using the physical concepts and mathematical structures of quantum mechanics, we construct an econophysics framework for…

General Finance · Quantitative Finance 2016-03-22 Xiangyi Meng , Jian-Wei Zhang , Hong Guo

An optimized Rayleigh-Schr\"{o}dinger expansion scheme of solving the functional Schr\"odinger equation with an external source is proposed to calculate the effective potential beyond the Gaussian approximation. For a scalar field theory…

High Energy Physics - Theory · Physics 2009-11-07 Wen-Fa Lu , Chul Koo Kim , Kyun Nahm

We present an algorithm which efficiently estimates the intrinsic long-term value of a portfolio of assets on a quantum computer. The method relies on quantum amplitude estimation to estimate the mean of a novel implementation of the…

The Schrodinger equation based on the de Broglie wave is the most fundamental equation of the quantum mechanics. There can be no doubt about it's prediction validity. However, the probabilistic interpretation on the quantum mechanics has…

General Physics · Physics 2007-05-23 Shin-ichi Inage

We review the derivation of quantum theory as an application of entropic methods of inference. The new contribution in this paper is a streamlined derivation of the Schr\"odinger equation based on a different choice of microstates and…

Quantum Physics · Physics 2015-06-19 Ariel Caticha

The method of a determination of a quantum wave impedance for an arbitrary piecewise constant potential was developed. On the base of this method both the well-known iterative formula \cite{Khondker_Khan_Anwar:1988} and alternative ways for…

Quantum Physics · Physics 2020-10-14 O. I. Hryhorchak

Various origins of linear and nonlinear Schrodinger equations are discussed in connection with diffusion, hydrodynamics, and fractal structure. The treatment is mainly expository, emphasizing the quantum potential, with a few new…

Quantum Physics · Physics 2007-05-23 Robert Carroll

Non-perturbatively generated effective potentials play an extremely useful and often critical role in string and inflationary model building. These potentials are typically computed by methods that assume the system is in equilibrium. For…

High Energy Physics - Theory · Physics 2020-06-24 Guilherme L. Pimentel , John Stout

We use the Bohr-Sommerfeld quantization approach in the context of constituent quark models. This method provides, for the Cornell potential, analytical formulae for the energy spectra which closely approximate numerical exact calculations…

High Energy Physics - Phenomenology · Physics 2007-05-23 Fabian Brau

We propose a new method to obtain approximate solutions for the Schr\"{o}dinger equation with an arbitrary potential that possesses bound states. This method, relying on the auxiliary field technique, allows in many cases to find analytical…

Quantum Physics · Physics 2008-06-13 B. Silvestre-Brac , C. Semay , F. Buisseret

We illustrate a simple derivation of the Schrodinger equation, which requires only knowledge of the electromagnetic wave equation and the basics of Einstein's special theory of relativity. We do this by extending the wave equation for…

History and Philosophy of Physics · Physics 2007-05-23 David W. Ward , Sabine M. Volkmer

An explicit formula is derived for the value of weak information in a discrete time model that works for a wide range of utility functions including the logarithmic and power utility. We assume a complete market with a finite number of…

Mathematical Finance · Quantitative Finance 2019-05-29 Ayelet Amiran , Fabrice Baudoin , Skylyn Brock , Berend Coster , Ryan Craver , Ugonna Ezeaka , Phanuel Mariano , Mary Wishart

We solve the one-dimensional Schr\"odinger equation for the bound states of two potential models with a rich structure as shown by their "spectral phase diagram". These potentials do not belong to the well-known class of exactly solvable…

Quantum Physics · Physics 2022-09-09 A. D. Alhaidari , I. A. Assi