Recombined multinomial tree based on saddle-point approximation and its application to Levy models options pricing

2019 ◽  
Vol 346 ◽  
pp. 432-439
Author(s):  
Xiaoping Hu ◽  
Ying Xiu ◽  
Jie Cao
Keyword(s):  
Saddle Point ◽  
Options Pricing ◽  
Saddle Point Approximation ◽  
Point Approximation

scholarly journals Polymer quantization and the saddle point approximation of partition functions

2015 ◽  
Vol 92 (10) ◽  
Author(s):  
Hugo A. Morales-Técotl ◽  
Daniel H. Orozco-Borunda ◽  
Saeed Rastgoo
Keyword(s):  
Saddle Point ◽  
Partition Functions ◽  
Saddle Point Approximation ◽  
Point Approximation

SPIN AND CHARGE FLUCTUATION IN CUPRATE OXIDE SUPERCONDUCTORS

1996 ◽  
Vol 10 (15) ◽  
pp. 705-716
Author(s):  
MING-LIANG ZHANG ◽  
ZHONG-XIAN ZHAO
Keyword(s):  
Saddle Point ◽  
Path Integral ◽  
Integral Form ◽  
Band Model ◽  
Oxide Superconductors ◽  
Charge Fluctuation ◽  
Saddle Point Approximation ◽  
Point Approximation ◽  
Cuprate Oxide ◽  
Two Band Model

Spin and charge fluctuation are obtained from a two-band model making use of saddle point approximation in path-integral form.

Analytic combinatorics and QFT

2021 ◽  
pp. 72-75
Author(s):  
Adrian Tanasa
Keyword(s):  
Saddle Point ◽  
Mellin Transform ◽  
Approximation Technique ◽  
Saddle Point Approximation ◽  
Feynman Integrals ◽  
Analytic Combinatorics ◽  
Point Approximation ◽  
Mathematical Physicist

In this chapter we present how several analytic techniques, often used in combinatorics, appear naturally in various QFT issues. In the first section we show how one can use the Mellin transform technique to re-express Feynman integrals in a useful way for the mathematical physicist. Finally, we briefly present how the saddle point approximation technique can be also used in QFT. The first phrase of Philippe Flajolet and Robert Sedgewick's encyclopaedic book on analytic combinatorics gives the reader a first glimpse of what analytic combinatorics deals. In the following chapter, we present how several analytic techniques, often used in combinatorics,appear naturally in various QFT issues.

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