138 citations · 314 across the 7 of their papers we have counts for
7 papers
Analytic RFR Option Pricing with Smile and Skew
Colin Turfus, Aurelio Romero-Bermúdez
We extend the short rate model of Turfus and Romero-Bermúdez [2021] to facilitate accurate arbitrage-free analytic pricing of SOFR, SONIA or ESTR caplets, i.e. options on backward-…
Reply to Comment on "Chaotic-Integrable Transition in the Sachdev-Ye-Kitaev Model"
Antonio M. García-García, Bruno Loureiro, Aurelio Romero-Bermúdez +1
In a recent comment to the paper Chaotic Integrable transition in the SYK model, it was claimed that, in a certain region of parameters, the Lyapunov exponent of the N Majoranas Sa…
Regularization dependence of the OTOC. Which Lyapunov spectrum is the physical one?
Aurelio Romero-Bermúdez, Koenraad Schalm, Vincenzo Scopelliti
We study the contour dependence of the out-of-time-ordered correlation function (OTOC) both in weakly coupled field theory and in the Sachdev-Ye-Kitaev (SYK) model. We show that it…
Anomalous attenuation of plasmons in strange metals and holography
Aurelio Romero-Bermúdez, Alexander Krikun, Koenraad Schalm +1
The plasmon is a ubiquitous collective mode in charged liquids. Due to the long-range Coulomb interaction, the massless zero sound mode of the neutral system acquires a finite plas…
A Cardy formula for off-diagonal three-point coefficients; or, how the geometry behind the horizon gets disentangled
Aurelio Romero-Bermúdez, Philippe Sabella-Garnier, Koenraad Schalm
In the AdS/CFT correspondence eternal black holes can be viewed as a specific entanglement between two copies of the CFT: the thermofield double. The statistical CFT Wightman funct…
Chaotic-Integrable Transition in the Sachdev-Ye-Kitaev Model
Antonio M. García-García, Bruno Loureiro, Aurelio Romero-Bermúdez +1
Quantum chaos is one of the distinctive features of the Sachdev-Ye-Kitaev (SYK) model, Majorana fermions in dimensions with infinite-range two-body interactions, which is…
Conductivity and entanglement entropy of high dimensional holographic superconductors
Aurelio Romero-Bermúdez, Antonio M. García-García
We investigate the dependence of the conductivity and the entanglement entropy on the space-time dimensionality in two holographic superconductors: one dual to a quantum critic…