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Results 1-10 of 20
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Issue DateTitleAuthor(s)
17-Mar-2006On optimum Hamiltonians for state transformationsBrody, DC; Hook, DW
1-Dec-2008EXIT PROBLEM OF A TWO-DIMENSIONAL RISK PROCESS FROM THE QUADRANT: EXACT AND ASYMPTOTIC RESULTSAvram, F; Palmowski, Z; Pistorius, MR
1-Sep-2009Basket CDS pricing with interacting intensitiesZheng, H; Jiang, L
8-Aug-2007Quantum phase transitions without thermodynamic limitsBrody, DC; Hook, DW; Hughston, LP
1-Jul-2008On perpetual American put valuation and first-passage in a regime-switching model with jumpsJiang, Z; Pistorius, MR
31-Dec-2007On quantum microcanonical equilibriumDorje C. Brody; Daniel W. Hook; Lane P. Hughston
27-Feb-2004Time quantization and q-deformationsAlbanese, C; Lawi, S
8-Jan-2004Complete-market models of stochastic volatilityDavis, MHA
1-Jan-2003A monetary value for initial information in portfolio optimizationAmendinger, J; Becherer, D; Schweizer, M
1-Oct-2009Approximate basket options valuation for a jump-diffusion modelXu, G; Zheng, H