相关论文: Morse Potential, Contour Integrals, and Asian Opti…
The method and characteristics of several approaches to the pricing of discretely monitored arithmetic Asian options on stocks with discrete, absolute dividends are described. The contrast between method behaviors for options with an Asian…
Quantum signal processing is a framework for implementing polynomial functions on quantum computers. To implement a given polynomial $P$, one must first construct a corresponding complementary polynomial $Q$. Existing approaches to this…
A fully numerical method to calculate loop integrals, a numerical contour-integration method, is proposed. Loop integrals can be interpreted as a contour integral in a complex plane for an integrand with multi-poles in the plane. Stable and…
In this work, we show that the completeness relation for the eigenvectors, which is an essential assumption of quantum mechanics, remains true if the Hamiltonian, having a discrete spectrum, is modified by a delta potential (to be made…
We analyze transition potentials $(V(r) \stackrel{r\sim 0}{\rightarrow} {\alpha r^{-2}})$ in non-relativistic quantum mechanics using the techniques of supersymmetry. For the range $-1/4 < \alpha < 3/4$, the eigenvalue problem becomes…
The association of the variational method with supersymmetric quantum mechanics through an ansatz for the superpotential is reviewed and the approximate energy spectra of non-exactly solvable potentials, such like the Hulthen, the Morse and…
We have developed the technique of a quantum wave impedance determination for the sequence of not only constant potentials but also for potentials of forms for which the solution of a Shr\"{o}dinger equation exists at least in terms of…
In the last decades the Moore-Penrose pseudoinverse has found a wide range of applications in many areas of Science and became a useful tool for physicists dealing, for instance, with optimization problems, with data analysis, with the…
Using the convex structure of positive operator value measurements and of several quantities used in quantum metrology, such as quantum Fisher information or the quantum Van Trees information, we present an efficient numerical method to…
In this paper I develop a new computational method for pricing path dependent options. Using the path integral representation of the option price, I show that in general it is possible to perform analytically a partial averaging over the…
We develop quantum algorithms for pricing Asian and barrier options under the Heston model, a popular stochastic volatility model, and estimate their costs, in terms of T-count, T-depth and number of logical qubits, on instances under…
A contour integral method recently proposed by Weideman [IMA J. Numer. Anal., to appear] for integrating semi-discrete advection-diffusion PDEs, is extended for application to some of the important equations of mathematical finance. Using…
A generalization of the factorization technique is shown to be a powerful algebraic tool to discover further properties of a class of integrable systems in Quantum Mechanics. The method is applied in the study of radial oscillator, Morse…
An improved form of the Tietz potential for diatomic molecules is \ discussed in detail within the path integral formalism. The radial Green's function is rigorously constructed in a closed form for different shapes of this potential. For…
In this paper we discuss the Morse potential on a quantum computer. The Morse potential is useful to describe diatomic molecules and has a finite number of bound states which can be measured through spectroscopy. It is also a example of an…
Asian option, as one of the path-dependent exotic options, is widely traded in the energy market, either for speculation or hedging. However, it is hard to price, especially the one with the arithmetic average price. The traditional trading…
Recently, contour integral-based methods have been actively studied for solving interior eigenvalue problems that find all eigenvalues located in a certain region and their corresponding eigenvectors. In this paper, we reconsider the…
Harmonic inversion is introduced as a powerful tool for both the analysis of quantum spectra and semiclassical periodic orbit quantization. The method allows to circumvent the uncertainty principle of the conventional Fourier transform and…
We study the eigenvalue problem for the complex Monge-Amp\`ere operator in bounded hyperconvex domains in $\C^n$, where the right-hand side is a non-pluripolar positive Borel measure. We establish the uniqueness of eigenfunctions in the…
We give a mathematical definition for the notion of inconclusive quantum measurements. In physics, such measurements occur at intermediate stages of a complex measurement procedure, with the final measurement result being operationally…