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researcher

S. Foulon

4 papers hereh-index 3290 citations6 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • last author2

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • cond-mat.stat-mech2
  • math.NA1
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
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

collaborators
Showing 2000 · cond-mat.stat-mechShow all

1 paper · 2 filters

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.