Publications
Journals
Meine DCA, Vvedensky DD, 2023, Emergence of speculation in a hierarchical agent-based model, Physica A: Statistical Mechanics and Its Applications, Vol:620, ISSN:0378-4371
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