Morse Potential, Contour Integrals, and Asian Options
AbstractCompleteness 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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Bibliographic InfoPaper provided by arXiv.org in its series Papers with number 1010.3820.
Date of creation: Oct 2010
Date of revision: Nov 2010
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Web page: http://arxiv.org/
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