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astro-ph.GA2026
Continuous-Time Modelling of Black Hole Binary Evolution with Neural ODEs
Julian Chan, Alessia Gualandris, Payel Das
Pulsar timing arrays (PTAs) can detect the low-frequency stochastic gravitational-wave background (GWB) generated by an ensemble of supermassive black hole binaries (BHBs). Accurat…
math.PR2026
An elementary approach to delta and gamma hedging, and the Black--Scholes PDE
John Armstrong, Purba Das
We show how the robustness of gamma hedging can be understood just using the concepts of variation along a partition sequence and Taylor's theorem. There is no need to def…