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19982004
most citedAn experimental observation of geometric phases for mixed states using NMR interferometry

156 citations · 162 across the 6 of their papers we have counts for

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cond-mat2000

Simulation of Stochastic Volatility using Path Integration: Smiles and Frowns

Belal E. Baaquie, L. C. Kwek, M. Srikant

We apply path integration techniques to obtain option pricing with stochastic volatility using a generalized Black-Scholes equation known as the Merton and Garman equation. We nume…