Search Results for author: Hong-tao Wang

Found 1 papers, 0 papers with code

Date Published Github Stars

A Hamiltonian Approach to Floating 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.

 
Paper
Add Code
Cannot find the paper you are looking for? You can Submit a new open access paper.
Contact us on: hello@paperswithcode.com . Papers With Code is a free resource with all data licensed under CC-BY-SA.
Terms Data policy Cookies policy