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98 papers · 1 filter
Illiquidity and Derivative Valuation
Ulrich Horst, Felix Naujokat
In illiquid markets, option traders may have an incentive to increase their portfolio value by using their impact on the dynamics of the underlying. We provide a mathematical frame…
Imaging Very High Energy Gamma-Ray Telescopes
Heinrich J. Voelk, Konrad Bernloehr
The technique of gamma-ray astronomy at very high energies (VHE: > 100 GeV) with ground-based imaging atmospheric Cherenkov telescopes is described, the H.E.S.S. array in Namibia s…
Efficient covariance estimation for asynchronous noisy high-frequency data
Markus Bibinger
We focus on estimating the integrated covariance of log-price processes in the presence of market microstructure noise. We construct an efficient unbiased estimator for the quadrat…
Relativistic model of hidden bottom tetraquarks
D. Ebert, R. N. Faustov, V. O. Galkin
The relativistic model of the ground state and excited heavy tetraquarks with hidden bottom is formulated within the diquark-antidiquark picture. The diquark structure is taken int…
Infrared behavior and Gribov ambiguity in SU(2) lattice gauge theory
V. G. Bornyakov, V. K. Mitrjushkin, M. Müller--Preussker
For SU(2) lattice gauge theory we study numerically the infrared behavior of the Landau gauge ghost and gluon propagators with the special accent on the Gribov copy dependence. App…
The epsilon regime with Wilson fermions
Oliver Bar, Silvia Necco, Stefan Schaefer
We study the impact of explicit chiral symmetry breaking of Wilson fermions on mesonic correlators in the epsilon-regime using Wilson chiral perturbation theory (WChPT). We general…