Path integral approach for time-dependent Hamiltonians with applications to derivative pricing
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We generalize a semiclassical path integral approach originally introduced by Giachetti and Tognetti [Phys. Rev. Lett. 55, 912 (1985)0031-900710.1103/PhysRevLett.55.912] and Feynman and Kleinert [Phys. Rev. A 34, 5080 (1986)0556-279110.1103/PhysRevA.34.5080] t... ...
