Morse Potential, Contour Integrals, and Asian Options

Details Morse Potential, Contour Integrals, and Asian Options Morse Potential, Contour Integrals, and Asian Options

2010-10-19

arxiv.org/abs/1010.3820v2

Physics

Quantum Physics

13 pages, 1 figure

Scientific paper

Completeness of the eigenfunctions of a quantum mechanical system is crucial for its probability interpretation. By using the method of contour integral we give properly normalized eigenfunctions for both discrete and continuum spectrum of the Morse potential, and explicitly prove the completeness relation. As an application we use our spectral decomposition formula to study the problem of the pricing of an Asian option traded in financial markets.

Affiliated with

Also associated with

No associations

Rating

Morse Potential, Contour Integrals, and Asian Options does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Morse Potential, Contour Integrals, and Asian Options, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Morse Potential, Contour Integrals, and Asian Options will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-268393