1 citations · 1 across the 2 of their papers we have counts for
2 papers
quant-ph2011★ 1 cited
Optimally chosen Nakajima-Zwanzig master equation for mean field approximation
Joshua Wilkie, Yin Mei Wong
We define an ensemble of projection operators, each of which has an exact associated Nakajima-Zwanzig master equation for quantum open system evolution. A mean field approximation…
physics.data-an2006
Comparison Tests of Variable-Stepsize Algorithms for Stochastic Ordinary Differential Equations of Finance
Yin Mei Wong, Joshua Wilkie
Since the introduction of the Black-Scholes model stochastic processes have played an increasingly important role in mathematical finance. In many cases prices, volatility and othe…