237 citations · 243 across the 3 of their papers we have counts for
3 papers
q-fin.PR2009
Correlation breakdown, copula credit default models and arbitrage
Rodanthy Tzani, Alexios P. Polychronakos
The recent "correlation breakdown" in the modeling of credit default swaps, in which model correlations had to exceed 100% in order to reproduce market prices of supersenior tranch…
hep-th2006★ 237 cited
Physics and Mathematics of Calogero particles
Alexios P. Polychronakos
We give a review of the mathematical and physical properties of the celebrated family of Calogero-like models and related spin chains.
hep-th2006★ 6 cited
The fermion density operator in the droplet bosonization picture
Alberto Enciso, Alexios P. Polychronakos
We derive the phase space particle density operator in the 'droplet' picture of bosonization in terms of the boundary operator. We demonstrate that it satisfies the correct algebra…