270 research outputs found

    Do we understand delta hedging?

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    We show that the delta-hedged portfolio is not actually risk-free even for brownian underlying due to history dependence in the ammount of hold portfolio. We find this ammount explicitly, as a function of underlying price evolution and option price. This shows that even in the B-S world (perfect market and brownian asset price evolution) the B-S equation can only be an approximation.hedging, Black Scholes

    La construcción de las memorias mediante los archivos personales de los hijos de desaparecidos : Ernesto Semán, Mariana Eva Perez y Ángela Urondo Raboy

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    Los hijos de desaparecidos se enfrentan a un duelo de difícil elaboración ante la ausencia material de los cuerpos de sus padres. Los libros de Ernesto Semán Soy un bravo piloto de la nueva China, Mariana Eva Pérez Diario de una princesa montonera y Angela Urondo Raboy ¿Quién te creés que sos? coinciden en la búsqueda de elementos en torno al pasado de sus padres como formas de narrar el trauma propio: las fotografías, cartas, documentos y objetos-fetiche aparecen como artefactos del pasado que permiten anclar la memoria y objetivar una identidad fracturad

    A New Preshower MC code for AIRES

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    Tadpole versus anomaly cancellation in D=4,6 compact IIB orientifolds

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    It is often stated in the literature concerning D=4,6 compact Type IIB orientifolds that tadpole cancellation conditions i) uniquely fix the gauge group (up to Wilson lines and/or moving of branes) and ii) are equivalent to gauge anomaly cancellation. We study the relationship between tadpole and anomaly cancellation conditions and qualify both statements. In general the tadpole cancellation conditions imply gauge anomaly cancellation but are stronger than the latter conditions in D=4, N=1 orientifolds. We also find that tadpole cancellation conditions in Z_N D=4,6 compact orientifolds do not completely fix the gauge group and we provide new solutions different from those previously reported in the literature.Comment: 28 pages, Latex. Minor corrections, updated reference

    Evidence on the coherence-pieces debate from the force concept inventory

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    We use force concept inventory (FCI) data to probe the consistency of commonsense physics as a knowledge system. The source of this data is the administration of the FCI to first-year science university students. Data quality was checked using item response theory and studying answer distributions for each question. We find apparently paradoxical results: depending on how the data is analysed, answers seem highly systematic or almost random-like. These results are compatible with others found in the literature and can be construed as arising either from a coherent knowledge system or from knowledge in pieces. We hypothesise as a possible source of this apparent contradiction that predictions and explanations use different resources: the former would use reflex, low-cost cognitive resources while the latter would involve conceptualisations. We show that the articulation of both resources may be crucial for expert thinking productivity (the ability to apply a theory to novel situations). We sketch some consequences of the proposed structure of commonsense thinking for teaching and further research.Instituto de Física de Líquidos y Sistemas Biológico

    El alumbramiento de una madre. Narrativa de una hija sobre otras formas de desaparición bajo la Dictadura

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    Reseña del libro de Alejandra Slutzky Ana alumbrada. Militancia, amor y locura en los 60 editado Buenos Aires por Punto de encuentro durante el 2018
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