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Open Quantum Systems Decoherence

Morse Potential, Contour Integrals, and Asian Options

arXiv

Authors: Peng Zhang

Year

2010

Paper ID

10791

Status

Preprint

Abstract Read

~2 min

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Abstract

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.

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This paper contributes to the Open Quantum Systems & Decoherence research area in the Quantum Articles archive.
It adds a 2010 reference point for readers tracking recent quantum research.
Completeness of the eigenfunctions of a quantum mechanical system is crucial for its probability interpretation.

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References & Citation Signals

[1] DOI https://doi.org/arXiv:1010.3820 [2] arXiv https://arxiv.org/abs/1010.3820 [3] Publisher https://arxiv.org/abs/1010.3820

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