3 citations · 5 across the 3 of their papers we have counts for
3 papers
A Mathematical Approach to Order Book Modeling
Frederic Abergel, Aymen Jedidi
Motivated by the desire to bridge the gap between the microscopic description of price formation (agent-based modeling) and the stochastic differential equations approach used clas…
Quantum entanglement: The unitary 8-vertex braid matrix with imaginary rapidity
Amitabha Chakrabarti, Anirban Chakraborti, Aymen Jedidi
We study quantum entanglements induced on product states by the action of 8-vertex braid matrices, rendered unitary with purely imaginary spectral parameters (rapidity). The unitar…
Wealth distribution: To be or not to be a Gamma?
Mehdi Lallouache, Aymen Jedidi, Anirban Chakraborti
We review some aspects, especially those we can tackle analytically, of a minimal model of closed economy analogous to the kinetic theory model of ideal gases where the agents exch…