2 papers
physics.data-an2008
The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures
Damien Challet, Pier Paolo Peirano
Starting from inhomogeneous time scaling and linear decorrelation between successive price returns, Baldovin and Stella recently proposed a way to build a model describing the time…
hep-th1995
Conformal gauge fixing and Faddeev-Popov determinant in 2-dimensional Regge gravity
Pietro Menotti, Pier Paolo Peirano
By regularizing the conical singularities by means of a segment of a sphere or pseudosphere and then taking the regulator to zero, we compute exactly the Faddeev--Popov determinant…