Matthew J. Lorig

activity

20102026

most citedA Fast Mean-Reverting Correction to Heston's Stochastic Volatility Model

48 citations · 88 across the 27 of their papers we have counts for

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math.AP2026

How to Cook a Soft-Boiled Egg Optimally: A Laplace-Transform Solution of a Two-Domain Heat Equation

Matthew Lorig

We study the problem of cooking the yolk and albumen of a hen's egg to their respective optimal temperatures of $T_{Y}^{*} = 6 5^{\circ}$ C and $T_{W}^{*} = 8 5^{\circ}$ C, subject to the requirem…

math.AP2013

Analytical expansions for parabolic equations

Matthew Lorig, Stefano Pagliarani, Andrea Pascucci

We consider the Cauchy problem associated with a general parabolic partial differential equation in $d$ dimensions. We find a family of closed-form asymptotic approximations for th…