26,083 research outputs found
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
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
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
- …