Rupak Chatterjee
Rupak Chatterjee
Professor of Physics, Stevens Institute of Technology
Verified email at stevens.edu
Title
Cited by
Cited by
Year
Dynamical symmetries and Nambu mechanics
R Chatterjee
Letters in Mathematical Physics 36 (2), 117-126, 1996
781996
Aspects of classical and quantum Nambu mechanics
R Chatterjee, L Takhtajan
Letters in Mathematical Physics 37 (4), 475-482, 1996
601996
Practical Methods of Financial Engineering and Risk Management
R Chatterjee
Springer-Apress, 2014
26*2014
Generalized Coherent States, Reproducing Kernels, and Quantum Support Vector Machines
R Chatterjee, T Yu
Quantum Information & Computation 17 (15&16), 1292, 2017
212017
Optimal dynamic hedging of cliquets
A Petrelli, J Zhang, O Siu, R Chatterjee, V Kapoor
DefaultRisk. com, May, 2008
92008
Target volatility option pricing in the lognormal fractional SABR model
E Alos, R Chatterjee, SF Tudor, TH Wang
Quantitative Finance 19 (8), 1339-1356, 2019
62019
Coin tossing as a billiard problem
NL Balazs, R Chatterjee, AD Jackson
Physical Review E 52 (4), 3608, 1995
51995
An efficient and stable method for short maturity Asian options
R Chatterjee, Z Cui, J Fan, M Liu
Journal of Futures Markets 38 (12), 1470-1486, 2018
42018
Rigid-body motion, interacting billiards, and billiards on curved manifolds
R Chatterjee, AD Jackson, NL Balazs
Physical Review E 53 (6), 5670, 1996
41996
Pricing variance, gamma, and corridor swaps using multinomial trees
H Zhao, Z Zhao, R Chatterjee, T Lonon, I Florescu
The Journal of Derivatives 25 (2), 7-21, 2017
32017
Options valuation and calibration for leveraged exchange-traded funds with Heston–Nandi and inverse Gaussian GARCH models
H Cao, R Chatterjee, Z Cui
International Journal of Financial Engineering 6 (03), 1950027, 2019
12019
Pricing bermudan variance swaptions using multinomial trees
H Zhao, R Chatterjee, T Lonon, I Florescu
The Journal of Derivatives 26 (3), 22-34, 2019
12019
On a new parametrization class of solvable diffusion models and transition probability kernels
SF Tudor, R Chatterjee, I Tydniouk
Quantitative Finance, 1-18, 2018
12018
Optimal Dynamic Hedging of Equity Options: Residual-Risks, Transaction-Costs, & Conditioning
A Petrelli, R Balachandran, O Siu, R Chatterjee, Z Jun, V Kapoor
Transaction-Costs, & Conditioning (April 1, 2010), 2010
12010
Geometric decoherence in diffusive open quantum systems
DW Luo, HQ Lin, JQ You, LA Wu, R Chatterjee, T Yu
Phys. Rev. A 100 (6), 062112, 2019
2019
Quantum systems for Monte Carlo methods and applications to fractional stochastic processes
SF Tudor, R Chatterjee, L Nguyen, Y Huang
Physica A: Statistical Mechanics and its Applications 534, 121901, 2019
2019
Quantum Unsupervised and Supervised Learning on Superconducting Processors
A Sarma, R Chatterjee, K Gili, T Yu
arXiv preprint arXiv:1909.04226, 2019
2019
High-dimensional temporal mode propagation in a turbulent environment
Q Ding, R Chatterjee, Y Huang, T Yu
arXiv preprint arXiv:1907.02321, 2019
2019
Discrete Phase Space, Relativistic Quantum Electrodynamics, and a Non-Singular Coulomb Potential
A Das, R Chatterjee, T Yu
arXiv preprint arXiv:1905.02524, 2019
2019
Quantum Systems for Monte Carlo Methods and Applications to Fractional Stochastic Processes
S Tudor, R Chatterjee, L Nguyen, Y Huang
Physica A: Statistical Mechanics and its Applications 534, 121901, 2019
2019
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