English
Related papers

Related papers: Path Integral Method for Pricing Proportional Step…

200 papers

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…

Quantum Physics · Physics 2018-09-14 Seiji Sakoda

We present the path-integral solutions to the distributions in classical (Gibbs) and quantum (Wigner) statistical mechanics. The kernel of the distributions are derived in two ways - one by time slicing and defining the appropriate…

Statistical Mechanics · Physics 2016-08-24 Jose A. Magpantay , Cilicia Uzziel M. Perez

An American option grants the holder the right to select the time at which to exercise the option, so pricing an American option entails solving an optimal stopping problem. Difficulties in applying standard numerical methods to complex…

Probability · Mathematics 2007-05-23 Paul Glasserman , Bin Yu

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…

Computational Finance · Quantitative Finance 2015-01-23 Nico Achtsis , Ronald Cools , Dirk Nuyens

A specific class of explicitly time-dependent potentials is studied by means of path integrals. For this purpose a general formalism to treat explicitly time-dependent space-time transformations in path integrals is sketched. An explicit…

High Energy Physics - Theory · Physics 2009-10-22 Christian Grosche

In mathematical finance a popular approach for pricing options under some Levy model is to consider underlying that follows a Poisson jump diffusion process. As it is well known this results in a partial integro-differential equation (PIDE)…

Computational Finance · Quantitative Finance 2010-02-11 Andrey Itkin , Peter Carr

We extend the approach of Carr, Itkin and Muravey, 2021 for getting semi-analytical prices of barrier options for the time-dependent Heston model with time-dependent barriers by applying it to the so-called $\lambda$-SABR stochastic…

Pricing of Securities · Quantitative Finance 2021-09-07 Andrey Itkin , Dmitry Muravey

We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation…

Pattern Formation and Solitons · Physics 2007-08-20 Tobias Schaefer Richard O. Moore

This paper deals with the problem of discrete-time option pricing by the mixed fractional version of Merton model with transaction costs. By a mean-self-financing delta hedging argument in a discrete-time setting, a European call option…

Pricing of Securities · Quantitative Finance 2017-02-02 Foad Shokrollahi

In this paper we introduce a new approach to model-free path-dependent option pricing. We first introduce a general duality result for linear optimisation problems over signed measures introduced in [3] and show how the the problem of…

Pricing of Securities · Quantitative Finance 2015-01-16 Raphael Hauser , Sergey Shahverdyan

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

A theorem that constructs a path integral solution for general second order partial differential equations is specialized to obtain path integrals that are solutions of elliptic, parabolic, and hyperbolic linear second order partial…

Mathematical Physics · Physics 2012-12-04 J. LaChapelle

We introduce a path sampling method for the computation of rate constants for systems with a highly diffusive character. Based on the recently developed algorithm of transition interface sampling (TIS) this procedure increases the…

Statistical Mechanics · Physics 2009-11-10 Daniele Moroni , Peter G. Bolhuis , Titus S. van Erp

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…

Chemical Physics · Physics 2021-10-08 Dmitri Iouchtchenko , Kevin P. Bishop , Pierre-Nicholas Roy

In perturbative calculations of quantum mechanical path integrals in curvilinear coordinates, Feynman diagrams involve multiple temporal integrals over products of distributions, which are mathematically undefined. We derive simple rules…

Quantum Physics · Physics 2009-11-06 H. Kleinert , A. Chervyakov

In this short paper, in order to price occupation-time options, such as (double-barrier) step options and quantile options, we derive various joint distributions of a mixed-exponential jump-diffusion process and its occupation times of…

Probability · Mathematics 2016-03-31 Djilali Ait Aoudia , Jean-François Renaud

Path integrals are a central tool when it comes to describing quantum or thermal fluctuations of particles or fields. Their success dates back to Feynman who showed how to use them within the framework of quantum mechanics. Since then, path…

Statistical Mechanics · Physics 2022-08-31 Leticia F. Cugliandolo , Vivien Lecomte , Frédéric Van Wijland

Both Bohmian mechanics, a version of quantum mechanics with trajectories, and Feynman's path integral formalism have something to do with particle paths in space and time. The question thus arises how the two ideas relate to each other. In…

Quantum Physics · Physics 2009-11-11 Roderich Tumulka

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…

Quantum Physics · Physics 2020-05-20 Detlev Buchholz , Klaus Fredenhagen

Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…

Systems and Control · Computer Science 2020-05-05 Masakazu Sano