output
20082022
most citedStochastic Differential Equations Driven by Fractional Brownian Motion and Standard Brownian Motion

146 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2017Show all

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math.AP2017

Scattering theory for the Schrödinger-Debye System

Simão Correia, Filipe Oliveira

We study the Schrödinger-Debye system over iu_t+\frac 12Δu=uv,\quad μv_t+v=λ|u|^2 and establish the global existence and scattering of small solutions for initial da…

q-fin.PR2017★ 8 cited

Multinomial method for option pricing under Variance Gamma

Nicola Cantarutti, João Guerra

This paper presents a multinomial method for option pricing when the underlying asset follows an exponential Variance Gamma process. The continuous time Variance Gamma process is a…