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A path-integral algorithm, PATHINT, used previously for several systems, has been generalized from 1 dimension to N dimensions, and from classical to quantum systems, qPATHINT. Pilot quantum applications have been made to neocortical interactions and financial options in 1 dimension. Future work...
Persistent link: https://www.econbiz.de/10012932613
The author previously developed a generalization of a binomial tree algorithm, PATHTREE, to develop options pricing for multiplicative-noise models possessing quite generally time dependent and nonlinear means and variances. This code is generalized here for complex variable spaces, to produce...
Persistent link: https://www.econbiz.de/10014128534