Non BPS topological defect associated with two coupled real field

We investigate a stability equation involving two-component eigenfunctions which is associated with a potential model in terms of two coupled real scalar fields, which presents non BPS topological defect.Comment: Revtex, 6 pages, no figures. This work was presented in the XXII Brazilian National Meeting on Particles and Fields (October/2001), to appear at http://www.sbf.if.usp.b

A Representation of the Virasoro Algebra via Wigner-Heisenberg Algebraic Technique to Bosonic Systems

Using the Wigner-Heisenberg algebra for bosonic systems in connection with oscillators we find a new representation for the Virasoro algebra.Comment: Revised version. Revtex, 7 pages, no figures. This work was presented in the XXII Brazilian National Meeting on Particles and Fields (October/2001), to appear in Braz. J. of Phys., 33, 1 (2003

q-Deformed Kink Solutions

The q-deformed kink of the $\lambda\phi^4-$model is obtained via the normalisable ground state eigenfunction of a fluctuation operator associated with the q-deformed hyperbolic functions. From such a bosonic zero-mode the q-deformed potential in 1+1 dimensions is found, and we show that the q-deformed kink solution is a kink displaced away from the origin.Comment: REvtex, 11 pages, 2 figures. Preprint CBPF-NF-005/03, site at http://www.cbpf.br. Revised version to appear in International Journal of Modern Physics

Modeling Financial Volatility: Extreme Observations, Nonlinearities and Nonstationarities

This paper presents a selective survey of volatility topics, with emphasis on the measurement of volatility and a discussion of some of the most important time series models commonly employed in its modelling. In particular, the paper details the long memory characteristics of volatility, and discusses its possible origins and impact on option pricing. To conclude, the paper discusses statistical tools that discriminate between nonlinearity and nonstationarity.long memory; nonstationarity; nonlinearity; option pricing, volatility