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General static spherically symmetric solutions in Horava gravity
Dario Capasso, Alexios P. Polychronakos
We derive general static spherically symmetric solutions in the Horava theory of gravity with nonzero shift field. These represent "hedgehog" versions of black holes with radial "h…
Particle Kinematics in Horava-Lifshitz Gravity
Dario Capasso, Alexios P. Polychronakos
We study the deformed kinematics of point particles in the Horava theory of gravity. This is achieved by considering particles as the optical limit of fields with a generalized Kle…
Correlation breakdown, copula credit default models and arbitrage
Rodanthy Tzani, Alexios P. Polychronakos
The recent "correlation breakdown" in the modeling of credit default swaps, in which model correlations had to exceed 100% in order to reproduce market prices of supersenior tranch…