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- Brookhaven National LaboratoryUS745 papers
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136 papers · 1 filter
Enhancing Binomial and Trinomial Equity Option Pricing Models
Yong Shin Kim, Stoyan Stoyanov, Svetlozar Rachev +1
We extend the classical Cox-Ross-Rubinstein binomial model in two ways. We first develop a binomial model with time-dependent parameters that equate all moments of the pricing tree…
Scientific Synergy Between LSST and Euclid
Jason Rhodes, Robert C. Nichol, Éric Aubourg +34
Euclid and the Large Synoptic Survey Telescope (LSST) are poised to dramatically change the astronomy landscape early in the next decade. The combination of high cadence, deep, wid…
On the rate of black hole binary mergers in galactic nuclei due to dynamical hardening
Nathan W. C. Leigh, Aaron M. Geller, B. McKernan +9
We assess the contribution of dynamical hardening by direct three-body scattering interactions to the rate of stellar-mass black hole binary (BHB) mergers in galactic nuclei. We de…
Superconductivity, pairing symmetry, and disorder in the doped topological insulator SnInTe for x 0.10
M. P. Smylie, H. Claus, W. -K. Kwok +12
The temperature dependence of the London penetration depth in the superconducting doped topological crystalline insulator SnInTe was measured down to 450 mK for…
Option pricing for Informed Traders
Stoyan V. Stoyanov, Yong Shin Kim, Svetlozar T. Rachev +1
In this paper we extend the theory of option pricing to take into account and explain the empirical evidence for asset prices such as non-Gaussian returns, long-range dependence, v…
Measurement of the multi-TeV neutrino cross section with IceCube using Earth absorption
IceCube Collaboration, M. G. Aartsen, M. Ackermann +314
Neutrinos interact only very weakly, so they are extremely penetrating. However, the theoretical neutrino-nucleon interaction cross section rises with energy such that, at energies…