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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
841996
Aspects of classical and quantum Nambu mechanics
R Chatterjee, L Takhtajan
Letters in Mathematical Physics 37 (4), 475-482, 1996
651996
Generalized Coherent States, Reproducing Kernels, and Quantum Support Vector Machines
R Chatterjee, T Yu
Quantum Information & Computation 17 (15&16), 1292, 2017
492017
Practical methods of financial engineering and risk management: tools for modern financial professionals
R Chatterjee
Apress, 2014
292014
A comparative study of forecasting corporate credit ratings using neural networks, support vector machines, and decision trees
P Golbayani, I Florescu, R Chatterjee
The North American Journal of Economics and Finance 54, 101251, 2020
262020
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
122019
Optimal dynamic hedging of cliquets
A Petrelli, J Zhang, O Siu, R Chatterjee, V Kapoor
DefaultRisk. com, May, 2008
102008
Quantum Unsupervised and Supervised Learning on Superconducting Processors
A Sarma, R Chatterjee, K Gili, T Yu
Quantum Information and Computation 20 (7&8), 541-552, 2020
92020
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
92018
Rigid-body motion, interacting billiards, and billiards on curved manifolds
R Chatterjee, AD Jackson, NL Balazs
Physical Review E 53 (6), 5670, 1996
81996
Coin tossing as a billiard problem
NL Balazs, R Chatterjee, AD Jackson
Physical Review E 52 (4), 3608, 1995
61995
Optimal Dynamic Hedging of Equity Options: Residual-Risks, Transaction-Costs, & Conditioning
A Petrelli, R Balachandran, O Siu, R Chatterjee, Z Jun, V Kapoor
SSRN 1530046, 2010
5*2010
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
42017
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
22019
Optimization on Large Interconnected Graphs and Networks Using Adiabatic Quantum Computation
V Padmasola, R Chatterjee
arXiv Preprint arXiv:2202.02774, 2022
12022
Modular operators and entanglement in supersymmetric quantum mechanics
R Chatterjee, T Yu
Journal of Physics A: Mathematical and Theoretical 54 (20), 205203, 2021
12021
On a new parametrization class of solvable diffusion models and transition probability kernels
SF Tudor, R Chatterjee, I Tydniouk
Quantitative Finance 21 (10), 1773-1790, 2021
12021
Discrete phase space and continuous time relativistic quantum mechanics I: Planck oscillators and closed string-like circular orbits
A Das, R Chatterjee
Modern Physics Letters A 36 (20), 2150142, 2021
12021
Discrete phase space, relativistic quantum electrodynamics, and a non-singular Coulomb potential
A Das, R Chatterjee, T Yu
Modern Physics Letters A 35 (24), 2050199, 2020
12020
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
12019
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