Paper Title
Supersymmetry in Binomial Model Option Pricing
Article Identifiers
Authors
Sparsh Garg
Keywords
Supersymmetry in Binomial Model Option Pricing
Abstract
Binomial model is a very prominent way of pricing options and very malleable in determining the relationships amongst prices at different nodes in the binomial tree. Supersymmetry is another well recognized and controversial theory. The combination of both these concepts can lead to a more efficient way of pricing options. Supersymmetry has the potential to illuminate insights into the financial symphony. The research talks about how the binomial model can be converted into Hamiltonian, and then the supersymmetrization of the Hamiltonian which aids in recognizing the intricate patterns in the option market in the binomial tree. It talks about entire process of incorporating supersymmetry in the binomial model and conveys the promise and power of the supersymmetry.
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Sparsh Garg (March-2024). Supersymmetry in Binomial Model Option Pricing. INTERNATIONAL JOURNAL OF NOVEL RESEARCH AND DEVELOPMENT, 9(3), a360-a367. https://ijnrd.org/papers/IJNRD2403041.pdf
Issue
Volume 9 Issue 3, March-2024
Pages : a360-a367
Other Publication Details
Paper Reg. ID: IJNRD_214572
Published Paper Id: IJNRD2403041
Downloads: 000121984
Research Area: Engineering
Country: -, -, India
Published Paper PDF: https://ijnrd.org/papers/IJNRD2403041.pdf
Published Paper URL: https://ijnrd.org/viewpaperforall?paper=IJNRD2403041
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