Related papers: Path Integral Method for Proportional Step and Pro…
By using path integrals, the stochastic process associated to the time evolution of the quantum probability density is formally rewritten in terms of a stochastic differential equation, given by Newton's equation of motion with an…
We demonstrate an alternative method for calculating the asymptotic behaviour of the discrete one-coin quantum walk on the infinite line, via the Jacobi polynomials that arise in the path integral representation. This is significantly…
Completeness of the eigenfunctions of a quantum mechanical system is crucial for its probability interpretation. By using the method of contour integral we give properly normalized eigenfunctions for both discrete and continuum spectrum of…
We develop a conditional sampling scheme for pricing knock-out barrier options under the Linear Transformations (LT) algorithm from Imai and Tan (2006). We compare our new method to an existing conditional Monte Carlo scheme from Glasserman…
It is wellknown that the Feynman kernel for the free particle on the half-line can be expressed as a sum over classical paths if we take the contribution from the reflected path into account. The minus sign for the reflected path needs to…
A time-dependent double-barrier option is a derivative security that delivers the terminal value $\phi(S_T)$ at expiry $T$ if neither of the continuous time-dependent barriers $b_\pm:[0,T]\to \RR_+$ have been hit during the time interval…
Dimerized quantum spin systems may appear under several circumstances, e.g\ by a modulation of the antiferromagnetic exchange coupling in space, or in frustrated quantum antiferromagnets. In general, such systems display a quantum phase…
The method of the factorization of the path integral measure, based on a nonlinear filtering equation, is extended to the case of a nonfree isometric action of the compact semisimple unimodular Lie group on a smooth compact Riemannian…
Relational formulation of quantum mechanics is based on the idea that relational properties among quantum systems, instead of the independent properties of a quantum system, are the most fundamental elements to construct quantum mechanics.…
In this paper we present a new methodology for option pricing. The main idea consists to represent a generic probability distribution function (PDF) via a perturbative expansion around a given, simpler, PDF (typically a gaussian function)…
The path integral quantization method is applied to a relativistically covariant version of the Hopfield model, which represents a very interesting mesoscopic framework for the description of the interaction between quantum light and…
The essence of the path integral method in quantum physics can be expressed in terms of two relations between unitary propagators, describing perturbations of the underlying system. They inherit the causal structure of the theory and its…
In this paper, we study a pricing problem of the multiple reset put option, which allows the holder to reset several times a current strike price to obtain an at-the-money European put option. We formulate the pricing problem as a multiple…
I discuss in this paper the behaviour of the solutions of the so-called q-hyperbolic potentials, i.e. P"oschl-Teller-like and conditionally solvable potentials, in terms of the path integral formalism. The differences in comparison to the…
We obtain direct, finite, descriptions of a renormalized quantum mechanical system with no reference to ultraviolet cutoffs and running coupling constants, in both the Hamiltonian and path integral pictures. The path integral description…
Input-output theory is a well-known tool in quantum optics and ubiquitous in the description of quantum systems probed by light. Owing to the generality of the setup it describes, the theory finds application in a wide variety of…
This book provides an introduction to path integral methods and their application to modeling atomistic processes. The book covers both the foundational theory and recently developed simulation techniques. The text provides a self-contained…
We derive two path integral estimators for the derivative of the quantum mechanical potential of mean force (PMF), which may be numerically integrated to yield the PMF. For the first estimator, we perform the differentiation on the exact…
Damped mechanical systems with various forms of damping are quantized using the path integral formalism. In particular, we obtain the path integral kernel for the linearly damped harmonic oscillator and a particle in a uniform gravitational…
In this paper we develop the alternative path-integral approach to quantum mechanics. We present a resolvent of a Hamiltonian (which is Laplace transform of a evolution operator) in a form which has a sense of ``the sum over paths'' but it…