activity
20032025
most citedA path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models

25 citations · 47 across the 5 of their papers we have counts for

collaborators

5 papers

cond-mat.quant-gas2025

Optical response of the supersolid polaron

Laurent H. A. Simons, Ralf Klemt, Tilman Pfau +2

The ground-state properties of the supersolid polaron consisting of a neutral impurity immersed in a dipolar supersolid have recently been studied. Here, the optical response of an…

cond-mat.quant-gas2024

Path-integral treatment of charged Bose polarons

Laurent H. A. Simons, Michiel Wouters, Jacques Tempere

The system of a charged impurity in an interacting Bose gas has gained significant attention due to the long-range ion-atom interactions and the study of transport properties. Here…

cond-mat.quant-gas2024★ 1 cited

Polarons in supersolids: path-integral treatment of an impurity in a one-dimensional dipolar supersolid

Laurent H. A. Simons, Michiel Wouters, Jacques Tempere

The supersolid phase of a dipolar Bose-Einstein condensate has an intriguing excitation spectrum displaying a band structure. Here, the dressing of an impurity in a one-dimensional…

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★ 21 cited

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…