4,478 research outputs found
Student-like models for risky asset with dependence
We present a new construction of the Student and Student-like fractal activity time model for risky asset.
The construction uses the diffusion processes and their superpositions and allows for specified exact Student
or Student-like marginal distributions of the returns and for
exible and tractable dependence structure.
The fractal activity time is asymptotically self-similar, which is a desired feature seen in practice
QED correction for H
A quantum electrodynamics (QED) correction surface for the simplest
polyatomic and polyelectronic system H is computed using an approximate
procedure. This surface is used to calculate the shifts to vibration-rotation
energy levels due to QED; such shifts have a magnitude of up to 0.25 cm
for vibrational levels up to 15~000 cm and are expected to have an
accuracy of about 0.02 cm. Combining the new H QED correction
surface with existing highly accurate Born-Oppenheimer (BO), relativistic and
adiabatic components suggests that deviations of the resulting {\it ab initio}
energy levels from observed ones are largely due to non-adiabatic effects
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