4. Physics
  5. Condensed Matter
  6. Statistical Mechanics

Lisa Borland

Physics – Condensed Matter – Statistical Mechanics

Scientist

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Scientist

Evnine-Vaughan Associates

A Merton-Like Approach to Pricing Debt based on a non-Gaussian Asset Model

Physics – Condensed Matter – Other Condensed Matter
Scientific paper

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A multi-time scale non-Gaussian model of stock returns

Physics – Condensed Matter – Other Condensed Matter
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A Non-Gaussian Option Pricing Model with Skew

Physics – Condensed Matter – Other Condensed Matter
Scientific paper

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A Theory of Non_Gaussian Option Pricing

Physics – Condensed Matter – Statistical Mechanics
Scientific paper

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Escape time in anomalous diffusive media

Physics – Condensed Matter – Statistical Mechanics
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