Variety of double knock out barrier option for sustainable financial management

IF 1.6 Q4 ENVIRONMENTAL SCIENCES
Tapas Kumar Jana
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引用次数: 0

Abstract

Options are financial contracts that are based on an underlying security and are useful for both hedging and speculating on future market trends. New financial tools are constantly being developed for sustainable financial management. In order to define new financial instruments, the BS Hamiltonian, in conjunction with a potential function, is particularly important for modelling path-dependent options. It is demonstrated here how supersymmetry provides a natural framework for generating various options, particularly using higher order supersymmetry to find and examine numerous isospectral partners of the double knock out barrier option.
可持续财务管理的多种双击倒障碍选择
期权是一种基于标的证券的金融合约,对对冲和投机未来市场趋势都很有用。为了实现可持续的财务管理,新的财务工具不断被开发出来。为了定义新的金融工具,BS哈密顿量与潜在函数相结合,对于路径依赖选项的建模尤为重要。这里展示了超对称如何为生成各种选项提供了一个自然框架,特别是使用高阶超对称来寻找和检查双击倒势垒选项的许多等谱伙伴。
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来源期刊
AIMS Environmental Science
AIMS Environmental Science ENVIRONMENTAL SCIENCES-
CiteScore
2.90
自引率
0.00%
发文量
31
审稿时长
5 weeks
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