activity
20082025
most citedA path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models

25 citations · 42 across the 8 of their papers we have counts for

collaborators

8 papers

cond-mat.supr-con2025

Nonlinear electron-phonon interactions in Migdal-Eliashberg theory

Ingvar Zappacosta, Matthew Houtput, Jacques Tempere

Superconducting systems based on attractive electron-phonon interactions are the ones which are best understood at a fundamental level. They are well described using Eliashberg the…

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…

hep-ex2024

Terrestrial Very-Long-Baseline Atom Interferometry: Summary of the Second Workshop

Adam Abdalla, Mahiro Abe, Sven Abend +307

This summary of the second Terrestrial Very-Long-Baseline Atom Interferometry (TVLBAI) Workshop provides a comprehensive overview of our meeting held in London in April 2024, build…

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.PR2011

Path integral approach to the pricing of timer options with the Duru-Kleinert time transformation

Ling Zhi Liang, Damiaan Lemmens, Jacques Tempere

In this paper, a time substitution as used by Duru and Kleinert in their treatment of the hydrogen atom with path integrals is performed to price timer options under stochastic vol…