27 citations · 64 across the 3 of their papers we have counts for
3 papers
math-ph2009★ 27 cited
Arbitrary rotation invariant random matrix ensembles and supersymmetry: orthogonal and unitary-symplectic case
Mario Kieburg, Johan Grönqvist, Thomas Guhr
Recently, the supersymmetry method was extended from Gaussian ensembles to arbitrary unitarily invariant matrix ensembles by generalizing the Hubbard-Stratonovich transformation. H…
math-ph2008★ 11 cited
Character expansion method for supergroups and extended superversions of the Leutwyler-Smilga and Berezin-Karpelevich integrals
C. Lehner, T. Wettig, T. Guhr +1
We introduce an extension of the character expansion method to the case of supergroups. This method allows us to calculate a superversion of the Leutwyler-Smilga integral which, to…
q-fin.RM2007★ 26 cited
Credit risk - A structural model with jumps and correlations
Rudi Schäfer, Markus Sjölin, Andreas Sundin +2
We set up a structural model to study credit risk for a portfolio containing several or many credit contracts. The model is based on a jump--diffusion process for the risk factors,…