Search Results for author: Chao Guo

Found 5 papers, 0 papers with code

A Hamiltonian Approach to Barrier Option Pricing Under Vasicek Model

no code implementations14 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.

Path Integral Method for Pricing Proportional Step Double-Barrier Option with Time Dependent Parameters

no code implementations15 Feb 2023 Qi Chen, Chao Guo

Path integral method in quantum mechanics provides a new thinking for barrier option pricing.

A Hamiltonian Approach to Floating Barrier Option Pricing

no code implementations26 Sep 2022 Qi Chen, Hong-tao Wang, Chao Guo

Hamiltonian approach in quantum mechanics provides a new thinking for barrier option pricing.

A multi view multi stage and multi window framework for pulmonary artery segmentation from CT scans

no code implementations8 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.

Segmentation

Path Integral Method for Proportional Step and Proportional Double-Barrier Step Option Pricing

no code implementations16 Dec 2021 Qi Chen, Chao Guo

Path integral method in quantum mechanics provides a new thinking for barrier option pricing.

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