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19992008
most citedA path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models

25 citations · 35 across the 3 of their papers we have counts for

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cond-mat.stat-mech2000★ 1 cited

Density of a gas of spin polarized fermions in a magnetic field

S. Foulon, F. Brosens, J. T. Devreese +1

For a fermion gas with equally spaced energy levels that is subjected to a magnetic field, the particle density is calculated. The derivation is based on the path integral approach…

cond-mat.stat-mech1999★ 9 cited

Confined Harmonically Interacting Spin-Polarized Fermions in a Magnetic Field: Thermodynamics

S. Foulon, F. Brosens, J. T. Devreese +1

We investigate the combined influence of a magnetic field and a harmonic interparticle interaction on the thermodynamic properties of a finite number of spin polarized fermions in…