  The pricing of options, warrants and other derivative securities is one of
the great success of financial economics. These financial products can be
modeled and simulated using quantum mechanical instruments based on a
Hamiltonian formulation. We show here some applications of these methods for
various potentials, which we have simulated via lattice Langevin and Monte
Carlo algorithms, to the pricing of options. We focus on barrier or path
dependent options, showing in some detail the computational strategies
involved.
