Imperial College London


Faculty of Natural SciencesDepartment of Physics

Professor of Physics



+44 (0)20 7594 7605d.vvedensky Website




Mrs Carolyn Dale +44 (0)20 7594 7579




813Blackett LaboratorySouth Kensington Campus






Bhatnagar A, Vvedensky DD, 2022, Quantum effects in an expanded Black-Scholes model, European Physical Journal B, Vol:95, ISSN:1434-6028

Capuozzo P, Panella E, Gherardini TS, et al., 2021, Path integral Monte Carlo method for option pricing, Physica A-statistical Mechanics and Its Applications, Vol:581, ISSN:0378-4371

Mittal S, Westbroek MJE, King PR, et al., 2020, Path integral Monte Carlo method for the quantum anharmonic oscillator, European Journal of Physics, Vol:41, ISSN:0143-0807

Gocalinska AM, Mura EE, Manganaro M, et al., 2020, Early stages of InP nanostructure formation on AlInAs, Physical Review B, Vol:101, ISSN:2469-9950

Westbroek MJE, Coche G-A, King PR, et al., 2019, Pressure statistics from the path integral for Darcy flow through random porous media, Journal of Physics A: Mathematical and Theoretical, Vol:52, ISSN:1751-8113

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