no code implementations • 14 Jul 2023 • Qi Chen Hong-tao Wang, Chao Guo
Hamiltonian approach in quantum theory provides a new thinking for option pricing with stochastic interest rates.
no code implementations • 15 Feb 2023 • Qi Chen, Chao Guo
Path integral method in quantum mechanics provides a new thinking for barrier option pricing.
no code implementations • 26 Sep 2022 • Qi Chen, Hong-tao Wang, Chao Guo
Hamiltonian approach in quantum mechanics provides a new thinking for barrier option pricing.
no code implementations • 8 Sep 2022 • Zeyu Liu, Yi Wang, Jing Wen, Yong Zhang, Hao Yin, Chao Guo, Zhongyu Wang
In addition, in order to improve the segmentation performance, we adopt multi-view and multi-window level method, at the same time we employ a fine-tune strategy to mitigate the impact of inconsistent labeling.
no code implementations • 16 Dec 2021 • Qi Chen, Chao Guo
Path integral method in quantum mechanics provides a new thinking for barrier option pricing.