4. Physics
  5. Condensed Matter
  6. Statistical Mechanics

Richard J. Martin

Physics – Condensed Matter – Statistical Mechanics

Scientist

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A CDS Option Miscellany

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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An exactly solvable self-convolutive recurrence

Mathematics – Combinatorics
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Saddlepoint methods in portfolio theory

Economy – Quantitative Finance – Portfolio Management
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The first-passage area for drifted Brownian motion and the moments of the Airy distribution

Physics – Condensed Matter – Statistical Mechanics
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