3,133 research outputs found
One-rank interaction kernel of the two-nucleon system for medium and high energies
A new version of the separable kernel of the nucleon-nucleon interaction in
the Bethe-Salpeter approach is presented. The phase shifts are fitted to recent
experimental data for singlet and uncoupled triplet partial waves of the
neutron-proton scattering with total angular momenta J=0,1. The results are
compared with other model calculations.Comment: 10 pages, 5 figures, 3 table
Construction and Interpretation of Model-Free Implied Volatility
The notion of model-free implied volatility (MFIV), constituting the basis for the highly publicized VIX volatility index, can be hard to measure with accuracy due to the lack of precise prices for options with strikes in the tails of the return distribution. This is reflected in practice as the VIX index is computed through a tail-truncation which renders it more compatible with the related concept of corridor implied volatility (CIV). We provide a comprehensive derivation of the CIV measure and relate it to MFIV under general assumptions. In addition, we price the various volatility contracts, and hence estimate the corresponding volatility measures, under the standard Black-Scholes model. Finally, we undertake the first empirical exploration of the CIV measures in the literature. Our results indicate that the measure can help us refine and systematize the information embedded in the derivatives markets. As such, the CIV measure may serve as a tool to facilitate empirical analysis of both volatility forecasting and volatility risk pricing across distinct future states of the world for diverse asset categories and time horizons.
On vertex adjacencies in the polytope of pyramidal tours with step-backs
We consider the traveling salesperson problem in a directed graph. The
pyramidal tours with step-backs are a special class of Hamiltonian cycles for
which the traveling salesperson problem is solved by dynamic programming in
polynomial time. The polytope of pyramidal tours with step-backs is
defined as the convex hull of the characteristic vectors of all possible
pyramidal tours with step-backs in a complete directed graph. The skeleton of
is the graph whose vertex set is the vertex set of and the
edge set is the set of geometric edges or one-dimensional faces of .
The main result of the paper is a necessary and sufficient condition for vertex
adjacencies in the skeleton of the polytope that can be verified in
polynomial time.Comment: in Englis
Relativistic three-nucleon calculations within the Bethe-Salpeter approach
The relativistic properties of the three-nucleon system are investigated
using the Faddeev equations within the Bethe-Salpeter approach. The
nucleon-nucleon interaction is chosen in a separable form. The Gauss quadrature
method is used to calculate the integrals. The system of the integral equations
are solving by iterations method. The binding energy and the partial-wave
amplitudes (1S 0 and 3S 1) of the triton are found
On the Relativistic Separable Functions for the Breakup Reactions
In the paper the so-called modified Yamaguchi function for the Bethe-Salpeter
equation with a separable kernel is discussed. The type of the functions is
defined by the analytic stucture of the hadron current with breakup - the
reactions with interacting nucleon-nucleon pair in the final state (electro-,
photo-, and nucleon-disintegration of the deuteron).Comment: 4 pages, 2 figures, to be published in EPJ Wo
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