202 citations · 401 across the 12 of their papers we have counts for
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cond-mat.dis-nn2004
Uncoupled continuous-time random walks: Solution and limiting behavior of the master equation
Enrico Scalas, Rudolf Gorenflo, Francesco Mainardi
A detailed study is presented for a large class of uncoupled continuous-time random walks (CTRWs). The master equation is solved for the Mittag-Leffler survival probability. The pr…
cond-mat.stat-mech2004
On pricing of interest rate derivatives
T. Di Matteo, M. Airoldi, E. Scalas
At present, there is an explosion of practical interest in the pricing of interest rate (IR) derivatives. Textbook pricing methods do not take into account the leptokurticity of th…