3 papers
cond-mat.stat-mech1999
A Path Integral Approach to Derivative Security Pricing: II. Numerical Methods
Marco Rosa-Clot, Stefano Taddei
We discuss two numerical methods, based on a path integral approach described in a previous paper (I), for solving the stochastic equations underlying the financial markets: the Mo…
cond-mat.stat-mech1999
A Path Integral Approach to Derivative Security Pricing: I. Formalism and Analytical Results
Marco Rosa-Clot, Stefano Taddei
We use a path integral approach for solving the stochastic equations underlying the financial markets, and we show the equivalence between the path integral and the usual SDE and P…
nucl-th1995
Quantum Chaos in Vibrational Nuclei: the Green Function Approach
V. R. Manfredi, M. Rosa-Clot, L. Salasnich +1
We show that the collective vibrational model of atomic nuclei displays quantum chaos. To avoid the problems related to the tunneling effects, a Green function deterministic numeri…