56 citations · 176 across the 22 of their papers we have counts for
6 papers · 1 filter
Optimal hedging under fast-varying stochastic volatility
Josselin Garnier, Knut Solna
In a market with a rough or Markovian mean-reverting stochastic volatility there is no perfect hedge. Here it is shown how various delta-type hedging strategies perform and can be…
Chaos and Order in the Bitcoin Market
Josselin Garnier, Knut Solna
The bitcoin price has surged in recent years and it has also exhibited phases of rapid decay. In this paper we address the question to what extent this novel cryptocurrency market…
Alternative Perspective on Gauged Lepton Number and Implications for Collider Physics
We-Fu Chang, John N. Ng
A new anomaly-free gauged lepton-number model is studied. Two standard model lepton generations acquire the same but oppositive sign charges, while four exo…
Wave propagation and imaging in moving random media
Liliana Borcea, Josselin Garnier, Knut Solna
We present a study of sound wave propagation in a time dependent random medium and an application to imaging. The medium is modeled by small temporal and spatial random fluctuation…
Imaging through a scattering medium by speckle intensity correlations
Josselin Garnier, Knut Solna
In this paper we analyze an imaging technique based on intensity speckle correlations over incident field position proposed in [J. A. Newmann and K. J. Webb, Phys. Rev. Lett. 113,…
Non-invasive imaging through random media
Josselin Garnier, Knut Solna
When waves propagate through a strongly scattering medium the energy is transferred to the incoherent wave part by scattering. The wave intensity then forms a random speckle patter…