By using specific examples--mostly from computational finance--this paper shows that Mathematica is capable of transforming Feynman-type integrals on the pathspace into ...

The Ito Stochastic Process forms the basis of all derivative pricing in finance. All options are special cases of the diffusion equation which is solved by the Black-Scholes ...

Corrections to an error in the Mathematica implementation of LERG-1 from a previous paper by the author.

This book of thoroughly engaging essays from one of today's most prodigious innovators provides a uniquely personal perspective on the lives and achievements of a selection ...

The computation of renormalized one-loop amplitudes in quantum field theory requires not only the knowledge of the Lagrangian density and the corresponding Feynman rules, but ...

Brownian Motion Calculus presents the basics of Stochastic Calculus with a focus on the valuation of financial derivatives, while using several examples of Mathematica. It is ...

A method is presented for reducing general two-loop self-energies to standard scalar integrals in massive gauge theories with special emphasis on the electroweak Standard ...

We used a tool of conventional Nikiforov-Uvarov method to determine bound state solutions of Schrodinger equation with quantum interaction potential called Hulthen-Yukawa ...

"Can you imagine how hard physics would be if electrons had feelings?” - Richard P. Feynman It is ironic that the social sciences are often derisively referred to as the ...

Mathematica implementation of gamma-algebra in arbitrary space-time dimensions according to the Hooft-Veltman scheme. The Tracer package is capable of doing purely algebraic ...