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cond-mat.quant-gas2018
Anomalous quantum-reflection of Bose-Einstein condensates as a self-screening effect
Alexander Jurisch
We discuss the effect of anomalous quantum-reflection of Bose-Einstein condensates as a screening effect, that is created by the condensate itself. We derive an effective, time-ind…
q-fin.PR2018
An extremal fractional Gaussian with a possible application to option-pricing with skew and smile
Alexander Jurisch
We derive an extremal fractional Gaussian by employing the Lévy-Khintchine theorem and Lévian noise. With the fractional Gaussian we then generalize the Black-Scholes-Merton option…