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T. K. Jana

Publications and source records attributed to T. K. Jana.

5 recordsLinked to original sources

Pseudo Hermitian formulation of Black-Scholes equation

We show that the non Hermitian Black-Scholes Hamiltonian and its various generalizations are eta-pseudo Hermitian. The metric operator eta is explicitly constructed for this class of Hamitonians. It is also shown that the effective Black-Scholes Hamiltonian and its partner form a pseudo supersymmetric system.

q-fin.GN↗

Non-Hermitian Quantum Mechanics with Minimal Length Uncertainty

We study non-Hermitian quantum mechanics in the presence of a minimal length. In particular we obtain exact solutions of a non-Hermitian displaced harmonic oscillator and the Swanson model with minimal length uncertainty. The spectrum in both the cases are found to be real. It is also shown that the models are $η$ pseudo-Hermitian and the metric operator is found explicitly in both the cases.

quant-ph↗