15 citations · 15 across the 2 of their papers we have counts for
7 papers
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…
On The Instanton Solutions Of The Self-Dual Membrane In Various Dimensions
E. G. Floratos, G. K. Leontaris, A. P. Polychronakos +1
We present some methods of determining explicit solutions for self-dual supermembranes in 4+1 and 8+1 dimensions with spherical or toroidal topology. For configurations of axial sy…
Equivalence between light-cone and conformal gauge in the two-dimensional string
C. Arvanitis, R. Tzani
Aiming towards understanding the question of the discrete states in the light-cone gauge in the theory of two-dimensional strings with a linear background charge term, we study the…
The Heavy Quark Potential in Two-Dimentional QCD with Adjoint Matter
T. H. Hansson, Rodanthy Tzani
Using a loop formulation approach of QCD, we study the potential between two heavy quarks in the presence of adjoint scalar fields, and demonstrate how 't Hooft's planar rule i…
The Stochastic Quantization Method for Systems with Dissipation
Rodanthy Tzani
The stochastic quantization of dissipative systems is discussed. It is shown that in order to stochastically quantize a system with dissipation, one has to restrict the Fourier tra…
Extra symmetries in the effective theory of heavy quarks
J. Soto, R. Tzani
Extra symmetries are shown to exist in the effective theory of heavy quarks when both quarks and anti-quarks with the same velocity are included. These symmetries mix the quark wit…