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- Joint Institute for Nuclear ResearchRU314 papers
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18 papers · 1 filter
Utility indifference Option Pricing Model with a Non-Constant Risk-Aversion under Transaction Costs and Its Numerical Approximation
Pedro Polvora, Daniel Sevcovic
Our goal is to analyze the system of Hamilton-Jacobi-Bellman equations arising in derivative securities pricing models. The European style of an option price is constructed as a di…
Performance of the muon track reconstruction with the Baikal-GVD neutrino telescope
Grigory Safronov
Baikal-GVD is a km-scale neutrino telescope being constructed in Lake Baikal. Muon and partially tau (anti)neutrino interactions near the detector through the W-boson e…
Observations of track-like neutrino events with Baikal-GVD
Dmitry Zaborov
The Baikal Gigaton Volume Detector (Baikal-GVD) is a km-scale neutrino detector currently under construction in Lake Baikal, Russia. The detector currently consists of 2304 opt…
Development of the Double Cascade Reconstruction Techniques in the Baikal-GVD Neutrino Telescope
V. A. Allakhverdyan, A. D. Avrorin, A. V. Avrorin +63
The Baikal-GVD is a neutrino telescope under construction in Lake Baikal. The main goal of the Baikal-GVD is to observe neutrinos via detecting the Cherenkov radiation of the secon…
Positioning system for Baikal-GVD
V. A. Allakhverdyan, A. D. Avrorin, A. V. Avrorin +63
Baikal-GVD is a kilometer scale neutrino telescope currently under construction in Lake Baikal. Due to water currents in Lake Baikal, individual photomultiplier housings are mobile…
An efficient hit finding algorithm for Baikal-GVD muon reconstruction
V. A. Allakhverdyan, A. D. Avrorin, A. V. Avrorin +63
The Baikal-GVD is a large scale neutrino telescope being constructed in Lake Baikal. The majority of signal detected by the telescope are noise hits, caused primarily by the lumine…