25 citations · 25 across the 1 of their papers we have counts for
2 papers
q-fin.PR2008★ 25 cited
A path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models
D. Lemmens, M. Wouters, J. Tempere +1
We present a path integral method to derive closed-form solutions for option prices in a stochastic volatility model. The method is explained in detail for the pricing of a plain v…
cond-mat2003
Feshbach resonances in a quasi-2D atomic gas
M. Wouters, J. Tempere, J. T. Devreese
Strongly confining an ultracold atomic gas in one direction to create a quasi-2D system alters the scattering properties of this gas. We investigate the effects of confinement on F…