150 citations · 775 across the 13 of their papers we have counts for
Showing 1997Show all
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cond-mat.stat-mech1997★ 97 cited
Financial Modeling and Option Theory with the Truncated Levy Process
Andrew Matacz
In recent studies the truncated Levy process (TLP) has been shown to be very promising for the modeling of financial dynamics. In contrast to the Levy process, the TLP has finite m…
gr-qc1997★ 15 cited
Thermal Particle Creation in Cosmological Spacetimes: A Stochastic Approach
Don Koks, B. L. Hu, Andrew Matacz +1
The stochastic method based on the influence functional formalism introduced in an earlier paper to treat particle creation in near-uniformly accelerated detectors and collapsing m…