184 citations · 468 across the 8 of their papers we have counts for
8 papers
Implied Filtering Densities on Volatility's Hidden State
Carlos Fuertes, Andrew Papanicolaou
We formulate and analyze an inverse problem using derivatives prices to obtain an implied filtering density on volatility's hidden state. Stochastic volatility is the unobserved st…
Entanglement Entropy in the O(N) model
Max A. Metlitski, Carlos A. Fuertes, Subir Sachdev
It is generally believed that in spatial dimension d > 1 the leading contribution to the entanglement entropy S = - tr rho_A log rho_A scales as the area of the boundary of subsyst…
Ideal gas matching for thermal Galilean holography
Jose L. F. Barbon, Carlos A. Fuertes
We exhibit a nonrelativistic ideal gas with a Kaluza-Klein tower of species, featuring a singular behavior of thermodynamic functions at zero chemical potential. In this way, we pr…
Correlation functions in the non-relativistic AdS/CFT correspondence
Carlos A. Fuertes, Sergej Moroz
We study the correlation functions of scalar operators in the theory defined as the holographic dual of the Schroedinger background with dynamical exponent z=2 at zero temperature…
On the spectrum of nonrelativistic AdS/CFT
Jose L. F. Barbon, Carlos A. Fuertes
We develop a Hamiltonian picture for a family of models of nonrelativistic AdS/CFT duality. The Schrodinger group is realized via the conformal quantum mechanics of De Alfaro, Fubi…
Holographic entanglement entropy probes (non)locality
Jose L. F. Barbon, Carlos A. Fuertes
We study the short-distance structure of geometric entanglement entropy in certain theories with a built-in scale of nonlocality. In particular we examine the cases of Little Strin…