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 2000Show all

1 paper · 1 filter

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…