Physics – Computational Physics
Scientist
Physics
Computational Physics
Scientist
School of Mathematics, University of Bristol, UK
A queueing theory description of fat-tailed price returns in imperfect financial markets
An Adaptive Euler-Maruyama Scheme For SDEs: Convergence and Stability
Chaotic, regular and unbounded behaviour in the elastic impact oscillator
How sensitive are equilibrium pricing models to real-world distortions?
Rational Expectations, psychology and inductive learning via moving thresholds
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