Hamiltonian and potentials in derivative pricing models: exact results and lattice simulations

Author： Baaquie B.E. Coriano C. Srikant M.

Publisher： Elsevier

ISSN： 0378-4371

Source： Physica A, Vol.334, Iss.3, 2004-03, pp. : 531-557

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Exact ground states of extended t-Jz models on a square lattice

By Nussinov Z.

Philosophical Magazine Letters, Vol. 87, Iss. 7, 2007-07 ,pp. : 515-526

Taylor & Francis Ltd

Access to resources Recommend Favorite

Real wavefunction from Generalised Hamiltonian Schrodinger Equation in quantum phase space via HOA (Heaviside Operational Ansatz): exact analytical results

By Simpao Valentino

Journal of Mathematical Chemistry, Vol. 52, Iss. 4, 2014-04 ,pp. : 1137-1155

Springer Publishing Company

Access to resources Recommend Favorite

Exact Solution of the AVZ-Hamiltonian in the Grand-Canonical Ensemble

By Adams Stephan

Annales Henri Poincaré, Vol. 5, Iss. 3, 2004-06 ,pp. : 405-434

Springer Publishing Company

Access to resources Recommend Favorite

Interpretation of Quantum Hamiltonian Monodromy in Terms of Lattice Defects

By Zhilinskii B.

Acta Applicandae Mathematicae, Vol. 87, Iss. 1-3, 2005-05 ,pp. : 281-307

Springer Publishing Company

Access to resources Recommend Favorite

Exact Superreplication Strategies for a Class of Derivative Assets

By Vanden Joel

Applied Mathematical Finance, Vol. 13, Iss. 1, 2006-03 ,pp. : 61-87

Routledge Ltd

Access to resources Recommend Favorite