42 citations · 127 across the 8 of their papers we have counts for
8 papers
Microscopic dynamics of thin hard rods
Matthias Otto, Timo Aspelmeier, Annette Zippelius
Based on the collision rules for hard needles we derive a hydrodynamic equation that determines the coupled translational and rotational dynamics of a tagged thin rod in an ensembl…
Local Equation of State and Velocity Distributions of a Driven Granular Gas
Olaf Herbst, Peter Müller, Matthias Otto +1
We present event-driven simulations of a granular gas of inelastic hard disks with incomplete normal restitution in two dimensions between vibrating walls (without gravity). We mea…
Topological interactions in systems of mutually interlinked polymer rings
Matthias Otto
The topological interaction arising in interlinked polymeric rings such as DNA catenanes is considered. More specifically, the free energy for a pair of linked random walk rings is…
The direct link model for polymer rings as a topological field theory and the second topological moment in dense systems
Matthias Otto
Polymer rings in solution are either permanently entangled or not. Permanent topological restrictions give rise to additional entropic interactions apart from the ones arising due…
Stochastic relaxational dynamics applied to finance: towards non-equilibrium option pricing theory
Matthias Otto
Non-equilibrium phenomena occur not only in physical world, but also in finance. In this work, stochastic relaxational dynamics (together with path integrals) is applied to option…
Using path integrals to price interest rate derivatives
Matthias Otto
We present a new approach for the pricing of interest rate derivatives which allows a direct computation of option premiums without deriving a (Black-Scholes type) partial differen…