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13 papers · 1 filter
Asymptotic formulae for implied volatility in the Heston model
Martin Forde, Antoine Jacquier, Aleksandar Mijatovic
In this paper we prove an approximate formula expressed in terms of elementary functions for the implied volatility in the Heston model. The formula consists of the constant and fi…
Braids, posets and orthoschemes
Tom Brady, Jon McCammond
In this article we study the curvature properties of the order complex of a graded poset under a metric that we call the ``orthoscheme metric''. In addition to other results, we ch…
Non-ideal MHD turbulent decay in molecular clouds
T. P. Downes, S. O'Sullivan
It is well known that non-ideal magnetohydrodynamic effects are important in the dynamics of molecular clouds: both ambipolar diffusion and possibly the Hall effect have been ident…
Angular profile of emission of non-zero spin fields from a higher-dimensional black hole
M. Casals, S. R. Dolan, P. Kanti +1
Recent works have included the effect of rotation on simulations of black hole events at the LHC, showing that the angular momentum of the black hole cannot be ignored and it makes…
Statistics and characteristics of MgII absorbers along GRB lines of sight observed with VLT-UVES
Susanna D. Vergani, Patrick Petitjean, Cedric Ledoux +3
We analyse the properties of MgII absorption systems detected along the sightlines toward GRBs using a sample of 10 GRB afterglow spectra obtained with VLT-UVES over the past six y…
Non variability of intervening absorbers observed in the UVES spectra of the "naked-eye" GRB080319
V. D'Elia, F. Fiore, P. Goldoni +7
The aim of this paper is to investigate the properties of the intervening absorbers lying along the line of sight of Gamma-Ray Burst (GRB) 080319B through the analysis of its optic…