2
votes
0answers
57 views

Relationship between the Black-Scholes model and path integrals

This question was inspired by some interesting comments by Rod Vance on this answer: Minkowski spacetime: Is there a signature (+,+,+,+)? Could you (Rod), or someone else, expand on these comments ...
-3
votes
2answers
103 views

Gaussian Integral by Substitution [duplicate]

I am trying the derive a path integral representation. I understand this involves Gaussian integrals of the form: $$\int_{-\infty}^\infty e^{-x^2}\text dx=\sqrt\pi$$ However, I am trying to evaluate ...
3
votes
2answers
529 views

Can I use imaginary time propagation for many-body problems?

There are various ways to numerically find the ground state energy and wavefunction of a many-body Hamiltonian. You can diagonalize the Hamiltonian and pick out the lowest eigenstate, or you use ...
6
votes
1answer
516 views

Wick rotation and the arrow of time

It is well known that we can switch from a statistical system to a quantum mechanical system by a Wick rotation. Has this rotation some implication on the way the time flow? namely, this is an ...
2
votes
1answer
136 views

Good resources for learning/reviewing complex time propagator formalism

I studied this at the beginning of my graduate degree but have to review it for my graduate exam. If it's not clear I'm talking about the $\beta = \frac{it}{\hbar} $ turning the integral of your ...