86 citations · 427 across the 15 of their papers we have counts for
15 papers
Maximum Implied Variance Slope -- Practical Aspects
Fabien Le Floc'h, Winfried Koller
In the Black-Scholes model, the absence of arbitrages imposes necessary constraints on the slope of the implied variance in terms of log-moneyness, asymptotically for large log-mon…
Aspects of the FM Kondo Model: From Unbiased MC Simulations to Back-of-an-Envelope Explanations
M. Daghofer, W. Koller, A. Pruell +2
Effective models are derived from the ferromagnetic Kondo lattice model with classical corespins, which greatly reduce the numerical effort. Results for these models are presented.…
Variational Cluster Perturbation Theory for Bose-Hubbard models
W. Koller, N. Dupuis
We discuss the application of the variational cluster perturbation theory (VCPT) to the Mott-insulator--to--superfluid transition in the Bose-Hubbard model. We show how the VCPT ca…
Magnetic Field Effects on Quasiparticles in Strongly Correlated Local Systems
A. C. Hewson, J. Bauer, W. Koller
We show that quasiparticles in a magnetic field of arbitrary strength can be described by field dependent parameters. We illustrate this approach in the case of an Anderson imp…
Polaronic Quasiparticles in a Strongly Correlated Electron Band
W. Koller, A. C. Hewson, D. M. Edwards
We show that a strongly renormalized band of polaronic quasiparticle excitations is induced at the Fermi level of an interacting many-electron system on increasing the coupling of…
Ferromagnetic Polarons, Phase Separation, Stripes and Polaron Lattice: The two- and three-dimensional ferromagnetic Kondo Model
M. Daghofer, W. Koller, H. G. Evertz +1
We investigate the two- and three-dimensional ferromagnetic Kondo lattice model by unbiased Monte Carlo simulations. A phase diagram for the two-dimensional model is presented, in…