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Ralf Metzler · Study
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Author
Ralf Metzler
6 works
· latest 2022
· 1 institutions
cluster: provisional
ORCID 0000-0002-6013-7020
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Citations
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Most cited in this library
Nonergodicity of reset geometric Brownian motion
2022 · 88 citations
Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing
2020 · 65 citations
Time averaging, ageing and delay analysis of financial time series
2017 · 57 citations
Income inequality and mobility in geometric Brownian motion with stochastic resetting: theoretical results and empirical evidence of non-ergodicity
2022 · 54 citations
Time-averaging and nonergodicity of reset geometric Brownian motion with drift
2022 · 50 citations
Works
6 shown
Time-averaging and nonergodicity of reset geometric Brownian motion with drift
Physical review. E
·
2022
·
4 authors
·
Open access
50
citations
Income inequality and mobility in geometric Brownian motion with stochastic resetting: theoretical results and empirical evidence of non-ergodicity
Philosophical Transactions of the Royal Society A Mathematical Physical and Engineering Sciences
·
2022
·
6 authors
·
Open access
54
citations
Nonergodicity of reset geometric Brownian motion
Physical review. E
·
2022
·
5 authors
·
Open access
88
citations
Generalised Geometric Brownian Motion: Theory and Applications to Option Pricing
Entropy
·
2020
·
5 authors
·
Open access
65
citations
Preface: Marian Smoluchowski’s 1916 paper—a century of inspiration
Journal of Physics A Mathematical and Theoretical
·
2017
·
3 authors
·
editorial
·
Open access
24
citations
Time averaging, ageing and delay analysis of financial time series
New Journal of Physics
·
2017
·
5 authors
·
Open access
57
citations