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7 papers · 1 filter
Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models
A. Gulisashvili, E. M. Stein
We study the asymptotic behavior of distribution densities arising in stock price models with stochastic volatility. The main objects of our interest in the present paper are the d…
Club-guessing, stationary reflection, and coloring theorems
Todd Eisworth
We obtain strong coloring theorems at successors of singular cardinals from failures of certain instances of simultaneous reflection of stationary sets. Along the way, we establish…
Subtractive renormalization of the NN interaction in chiral effective theory up to next-to-next-to-leading order: S waves
C. -J. Yang, Ch. Elster, D. R. Phillips
We extend our subtractive-renormalization method in order to evaluate the 1S0 and 3S1-3D1 NN scattering phase shifts up to next-to-next-to-leading order (NNLO) in chiral effective…
Near-threshold photoproduction of from protons and deuterons
LEPS Collaboration, N. Muramatsu, J. Y. Chen +53
Photoproduction of (1520) with liquid hydrogen and deuterium targets was examined at photon energies below 2.4 GeV in the SPring-8 LEPS experiment. For the first time, the diffe…
A Revised Broad-Line Region Radius and Black Hole Mass for the Narrow-Line Seyfert 1 NGC 4051
K. D. Denney, L. C. Watson, B. M. Peterson +30
We present the first results from a high sampling rate, multi-month reverberation mapping campaign undertaken primarily at MDM Observatory with supporting observations from telesco…
Kondo screening suppression by spin-orbit interaction in quantum dots
E. Vernek, N. Sandler, S. E. Ulloa
We study the transport properties of a quantum dot embedded in an Aharonov-Bohm ring in the presence of spin-orbit interactions. Using a numerical renormalization group analysis of…