6 citations · 6 across the 1 of their papers we have counts for
2 papers
cond-mat.stat-mech2002★ 6 cited
A master equation approach to option pricing
Daniel Faller, Francesco Petruccione
A master equation approach to the numerical solution of option pricing models is developed. The basic idea of the approach is to consider the Black--Scholes equation as the macrosc…
quant-ph1999
Non-Markovian dynamics in pulsed and continuous wave atom lasers
H. P. Breuer, D. Faller, B. Kappler +1
The dynamics of atom lasers with a continuous output coupler based on two-photon Raman transitions is investigated. With the help of the time-convolutionless projection operator te…