Hamiltonian and Potentials in Derivative Pricing Models Exact Results and Lattic

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Hamiltonian and Potentials in Derivative Pricing Models Exact Results and Lattice Simulations
                    by  Belal E. Baaquie, Claudio Coriano and Marakani Srikant
1.Introduction
2.Langevin Evolution
3.Options and Barrier Options
4.Quantum Methods in Finance
5.Path Dependent Options
6.Solving the double knock out barrier option
7.Monte Carlo Simulations
8.Langevin Calculation of Option Prices with Potential: Numerical Methods
9.Results of Numerical Simulations
10.Conclusions.

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关键词：hamiltonian Derivative potential hamilton Pricing double