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    Empirical pricing kernels obtained from the UK index options market

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    Empirical pricing kernels for the UK equity market are derived as the ratio between risk-neutral densities, inferred from FTSE 100 index options, and historical real-world densities, estimated from time series of the index. The kernels thus obtained are almost compatible with a risk averse representative agent, unlike similar estimates for the US market

    Zero Modes of Matter Fields on Scalar Flat Thick Branes

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    Zero modes of various matters with spin 0, 1 and 1/2 on a class of scalar flat thick branes are discussed in this paper. We show that scalar field with spin 0 is localized on all thick branes without additional condition, while spin 1 vector field is not localized. In addition, for spin 1/2 fermionic field, the zero mode is localized on the branes under certain conditions.Comment: 11 pages,no figure
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