1 citations · 2 across the 3 of their papers we have counts for
3 papers
q-fin.PR2023
Path Integral Method for Pricing Proportional Step Double-Barrier Option with Time Dependent Parameters
Qi Chen, Chao Guo
Path integral method in quantum mechanics provides a new thinking for barrier option pricing. For proportional double-barrier step (PDBS) options, the option price changing process…
q-fin.PR2022★ 1 cited
A Hamiltonian Approach to Floating Barrier Option Pricing
Qi Chen, Hong-tao Wang, Chao Guo
Hamiltonian approach in quantum mechanics provides a new thinking for barrier option pricing. For proportional floating barrier step options, the option price changing process is s…
q-fin.PR2021★ 1 cited
Path Integral Method for Proportional Step and Proportional Double-Barrier Step Option Pricing
Qi Chen, Chao Guo
Path integral method in quantum mechanics provides a new thinking for barrier option pricing. For proportional step options, the option price changing process is similar to the one…