3 papers
cs.CE2007★ 2 cited
Option Valuation using Fourier Space Time Stepping
Kenneth R. Jackson, Sebastian Jaimungal, Vladimir Surkov
It is well known that the Black-Scholes-Merton model suffers from several deficiencies. Jump-diffusion and Levy models have been widely used to partially alleviate some of the bias…
hep-ph1999
Monopoles and Coulomb Gas Representation of the QCD Effective Lagrangian
Sebastian Jaimungal, Ariel R. Zhitnitsky
A novel Coulomb gas (CG) description of low energy QCD_4(N_c) is constructed. The construction is based on the dual transformation of the QCD effective Lagrangian. By considering a…
hep-ph1999
Coulomb Gas Representation of Low Energy QCD
Sebastian Jaimungal, Ariel R. Zhitnitsky
A novel Coulomb gas (CG) description of low energy , based on the dual transformation of the QCD effective chiral Lagrangian, is constructed. The CG is found to contain seve…