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50 papers · 1 filter
Option pricing with log-stable Lévy processes
Przemysław Repetowicz, Peter Richmond
We model the logarithm of the price (log-price) of a financial asset as a random variable obtained by projecting an operator stable random vector with a scaling index matrix $\unde…
Cross Section Measurements of High- Dilepton Final-State Processes Using a Global Fitting Method
M. Kruse
We present a new method for studying high- dilepton events (, , ) and simultaneously extracting the production cross sections o…
An invariant distribution in static granular media
T. Aste, T. Di Matteo, M. Saadatfar +3
We have discovered an invariant distribution for local packing configurations in static granular media. This distribution holds in experiments for packing fractions covering most o…
An explicit mapping between the frequency domain and the time domain representations of nonlinear systems
Marissa Condon, Rossen I. Ivanov
Explicit expressions are presented that describe the input-output behaviour of a nonlinear system in both the frequency and the time domain. The expressions are based on a set of c…
Graded D-branes and skew-categories
C. I. Lazaroiu
I describe extended gradings of open topological field theories in two dimensions in terms of skew categories, proving a result which alows one to translate between the formalism o…
Logarithmic corrections to higher twist scaling at strong coupling from AdS/CFT
S. Frolov, A. Tirziu, A. A. Tseytlin
We compute 1-loop correction E_1 to the energy of folded string in AdS_5 x S^5 (carrying spin S in AdS_5 and momentum J in S^5) using ``long string'' approximation in which S >> J…