20 citations · 20 across the 2 of their papers we have counts for
2 papers
physics.data-an2005
Ab initio yield curve dynamics
Raymond J. Hawkins, B. Roy Frieden, Joseph L. D'Anna
We derive an equation of motion for interest-rate yield curves by applying a minimum Fisher information variational approach to the implied probability density. By construction, so…
cond-mat1995★ 20 cited
Correlations between eigenvalues of large random matrices with independent entries
J. D'Anna, A. Zee
We derive the connected correlation functions for eigenvalues of large Hermitian random matrices with independently distributed elements using both a diagrammatic and a renormaliza…