41 citations · 91 across the 6 of their papers we have counts for
6 papers
On the Consistency of the Deterministic Local Volatility Function Model ('implied tree')
Karl Strobl
We show that the frequent claim that the implied tree prices exotic options consistently with the market is untrue if the local volatilities are subject to change and the market is…
Improvements for Vachaspati-Vilenkin-type Algorithms for Cosmic String and Disclination Formation
Karl Strobl
We derive various consistency requirements for Vachaspati-Vilenkin type Monte-Carlo simulations of cosmic string formation or disclination formation in liquid crystals. We argue fo…
Universality and Critical Phenomena in String Defect Statistics
Karl Strobl, Mark Hindmarsh
The idea of biased symmetries to avoid or alleviate cosmological problems caused by the appearance of some topological defects is familiar in the context of domain walls, where the…
Statistical Properties of Strings
M. Hindmarsh, K. Strobl
We investigate numerically the configurational statistics of strings. The algorithm models an ensemble of global cosmic strings, or equivalently vortices in superfluid H…
A Solvable Model for Anharmonic Evolution of Cosmic Axion Overdensitites
Karl Strobl, Thomas J. Weiler
We present analytic solutions to the spatially homogeneous axion field equation, using a model potential which strongly resembles the standard anharmonic potential. We…
Anharmonic Evolution of the Cosmic Axion Density Spectrum
K. Strobl, T. J. Weiler
We present analytic solutions to the spatially homogeneous axion field equation, using a model potential which strongly resembles the standard anharmonic potential, b…