Empirical pricing kernels obtained from the UK index options market

Empirical pricing kernels for the UK equity market are derived as the ratio between risk-neutral densities, inferred from FTSE 100 index options, and historical real-world densities, estimated from time series of the index. The kernels thus obtained are almost compatible with a risk averse representative agent, unlike similar estimates for the US market

Enhanced forward stimulated Brillouin scattering in silicon photonic slot waveguide Bragg grating

We study the forward stimulated Brillouin scattering process in a suspended silicon slot waveguide Bragg grating. Full-vectorial formalism is applied to analyze the interplay of electrostriction and radiation pressure. We show that radiation pressure is the dominant factor in the proposed waveguide. The Brillouin gain strongly depends on the structural parameters and the maximum value in the order of 106 W−1 m−1 is obtained in the slow light regime, which is more than two orders larger than that of the stand-alone strip and slot waveguides