Title of article
Supersymmetry in option pricing
Author/Authors
T.K. Jana، نويسنده , , P. Roy، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
6
From page
2350
To page
2355
Abstract
We use supersymmetry to find the isospectral partners of Black–Scholes Hamiltonian without a potential and with a double knock out barrier potential. The pricing kernels for these Hamiltonians have also been obtained
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
2011
Journal title
Physica A Statistical Mechanics and its Applications
Record number
874276
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