10,605 research outputs found
Perpetual American options within CTRW's
Continuous-time random walks are a well suited tool for the description of
market behaviour at the smallest scale: the tick-to-tick evolution. We will
apply this kind of market model to the valuation of perpetual American options:
derivatives with no maturity that can be exercised at any time. Our approach
leads to option prices that fulfil financial formulas when canonical
assumptions on the dynamics governing the process are made, but it is still
suitable for more exotic market conditions.Comment: elsart, 12 pages, 2 figures, presented at APFA 6 conference; Revised
and condensed version: 8 page
Observation of the Josephson effect in Pb/(Ba,K)Fe2As2 single crystal junctions
We have fabricated c-axis Josephson junctions on single crystals of
(Ba,K)Fe2As2 by using Pb as the counter electrode in two geometries, planar and
point contact. Junctions in both geometries show resistively shunted junction
I-V curves below the Tc of the counter electrode. Microwave induced steps were
observed in the I-V curves, and the critical currents are suppressed with an
in-plane magnetic field in a manner consistent with the small junction limit.
ICRN products of up to 0.3 mV have been observed in these junctions at 4.2 K.
The observation of Josephson coupling along the c-axis between (Ba,K)Fe2As2 and
a conventional superconductor suggests the existence of a s-wave
superconducting order parameter in this class of iron pnictide superconductors.Comment: 16 pages and 3 figure
Spin structure of the pion from the instanton vacuum
We investigate the spin structure of the pion within the framework of the
nonlocal chiral quark model from the instanton vacuum. We first evaluate the
tensor form factors of the pion for the first and second moment (n=1,2) and
compare it with the lattice data. Combining the tensor form factor of the pion
with the electromagnetic one, we determine the impact-parameter dependent
probability density of transversely polarized quarks inside the pion. It turns
out that the present numerical results for the tensor form factor as well as
those for the probability density are in good agreement with the lattice data.
We also discuss the distortion of the spatial distribution of the quarks in the
transverse plane inside the pion.Comment: 9 pages, 10 figures, accepted for publication in Phys. Lett.
Up and Down Quark Contributions to Spin Content of Lambda from Fragmentation
We check the and quark contributions to the spin content of the
by means of the fragmentation and find that the and
quarks of the are likely positively polarized. The parton
distributions in the are given by a successful statistical model
which can reproduce and correlate a vast body of polarized and unpolarized
structure function and parton distribution data of the nucleon. With the
Gribov-Lipatov relation between the quark distributions and fragmentation
functions, the longitudinal spin transfer for the production in the
polarized charged lepton deep inelastic scattering (DIS) process and the
-polarization in the neutrino (antineutrino) DIS process are
predicted. The available experimental data suggests that the and quark
contributions to the spin of the are positive. In addition, our
results provide a collateral evidence for the SU(3) symmetry breaking in
hyperon semileptonic decays of the octet baryons, which is very important for a
deeper understanding of the proton 'spin crisis'.Comment: 14 pages, 3 figures, 1 tabl
Comparative analysis of the transversities and the longitudinally polarized distribution functions of the nucleon
A first empirical extraction of the transversity distributions for the -
and -quarks has been done by Anselmino {\it et al.} based on the combined
global analysis of the measured azimuthal asymmetries in semi-inclusive deep
inelastic scatterings and those in processes. Although
with large uncertainties, the determined transversity distributions already
appear to reveal a remarkable qualitative difference with the corresponding
longitudinally polarized distributions. We point out that this difference
contains very important information on internal spin structure of the nucleon.Comment: 12 pages, 2 figure
Chiral-Odd Structure Function h_1^D(x) and Tensor Charge of the Deuteron
The chiral-odd structure function h_{1}^D(x) and the tensor charge of the
deuteron are studied within the Bethe-Salpeter formalism for the deuteron
amplitude. Utilizing a simple model for the nucleon structure function, h_1^N,
h_1^D(x) is calculated and the nuclear effects are analyzed.Comment: 10 pages, plus 3 Postscript figure
Tensor form factors of nucleon in QCD
We extract the isovector tensor nucleon form factors, which play an important
role in understanding the transverse spin structure of the nucleon when related
to the quark helicity-flip generalized parton distributions via their first
moments. We employ the light-cone QCD sum rules to leading order in QCD and
include distribution amplitudes up to twist 6 in order to calculate the three
tensor form factors , and . Our results agree well with
those from other approaches in the low and high momentum-transfer regions.Comment: 8 pages, 1 figure; minor changes, matches journal versio
Quantum effects on the BKT phase transition of two-dimensional Josephson arrays
The phase diagram of two dimensional Josephson arrays is studied by means of
the mapping to the quantum XY model. The quantum effects onto the
thermodynamics of the system can be evaluated with quantitative accuracy by a
semiclassical method, the {\em pure-quantum self-consistent harmonic
approximation}, and those of dissipation can be included in the same framework
by the Caldeira-Leggett model. Within this scheme, the critical temperature of
the superconductor-to-insulator transition, which is a
Berezinskii-Kosterlitz-Thouless one, can be calculated in an extremely easy way
as a function of the quantum coupling and of the dissipation mechanism.
Previous quantum Monte Carlo results for the same model appear to be rather
inaccurate, while the comparison with experimental data leads to conclude that
the commonly assumed model is not suitable to describe in detail the real
system.Comment: 4 pages, 2 figures, to be published in Phys. Rev.
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