Variety of double knock out barrier option for sustainable financial management

Abstract

Options are financial contracts that are based on an underlying security and are useful for both hedging and speculating on future market trends. New financial tools are constantly being devel-oped for sustainable financial management. In order to define new financial instruments, the BS Hamil-tonian, in conjunction with a potential function, is particularly important for modelling path-dependent options. It is demonstrated here how supersymmetry provides a natural framework for generating various options, particularly using higher order supersymmetry to find and examine numerous isospectral partners of the double knock out barrier option.