Green's function for a Schroedinger operator and some related summation formulas

Summation formulas are obtained for products of associated Lagurre polynomials by means of the Green's function K for the Hamiltonian H = -{d^2\over dx^2} + x^2 + Ax^{-2}, A > 0. K is constructed by an application of a Mercer type theorem that arises in connection with integral equations. The new approach introduced in this paper may be useful for the construction of wider classes of generating function.Comment: 14 page

Examine the species and beam-energy dependence of particle spectra using Tsallis Statistics

Tsallis Statistics was used to investigate the non-Boltzmann distribution of particle spectra and their dependence on particle species and beam energy in the relativistic heavy-ion collisions at SPS and RHIC. Produced particles are assumed to acquire radial flow and be of non-extensive statistics at freeze-out. J/psi and the particles containing strangeness were examined separately to study their radial flow and freeze-out. We found that the strange hadrons approach equilibrium quickly from peripheral to central A+A collisions and they tend to decouple earlier from the system than the light hadrons but with the same final radial flow. These results provide an alternative picture of freeze-outs: a thermalized system is produced at partonic phase; the hadronic scattering at later stage is not enough to maintain the system in equilibrium and does not increase the radial flow of the copiously produced light hadrons. The J/psi in Pb+Pb collisions at SPS is consistent with early decoupling and obtains little radial flow. The J/psi spectra at RHIC are also inconsistent with the bulk flow profile.Comment: 12 pages, 4 figures, added several references and some clarifications et

Analysis of Fourier transform valuation formulas and applications

The aim of this article is to provide a systematic analysis of the conditions such that Fourier transform valuation formulas are valid in a general framework; i.e. when the option has an arbitrary payoff function and depends on the path of the asset price process. An interplay between the conditions on the payoff function and the process arises naturally. We also extend these results to the multi-dimensional case, and discuss the calculation of Greeks by Fourier transform methods. As an application, we price options on the minimum of two assets in L\'evy and stochastic volatility models.Comment: 26 pages, 3 figures, to appear in Appl. Math. Financ