Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model

Path integral techniques for the pricing of financial options are mostly based on models that can be recast in terms of a Fokker-Planck differential equation and that, consequently, neglect jumps and only describe drift and diffusion. We present a method to adapt formulas for both the path-integral propagators and the option prices themselves, so that jump processes are taken into account in conjunction with the usual drift and diffusion terms. In particular, we focus on stochastic volatility models, such as the exponential Vasicek model, and extend the pricing formulas and propagator of this model to incorporate jump diffusion with a given jump size distribution. This model is of importance to include non-Gaussian fluctuations beyond the Black-Scholes model, and moreover yields a lognormal distribution of the volatilities, in agreement with results from superstatistical analysis. The results obtained in the present formalism are checked with Monte Carlo simulations.Comment: 9 pages, 2 figures, 1 tabl

About entanglement properties of kaons and tests of hidden variables models

In this letter we discuss entanglement properties of neutral kaons systems and their use for testing local realism. In particular we show that, as previous proposals, also a scheme recently suggested for performing a test of hidden variable theories against standard quantum mechanics cannot be conclusive

A Measurement of Psi(2S) Resonance Parameters

Cross sections for e+e- to hadons, pi+pi- J/Psi, and mu+mu- have been measured in the vicinity of the Psi(2S) resonance using the BESII detector operated at the BEPC. The Psi(2S) total width; partial widths to hadrons, pi+pi- J/Psi, muons; and corresponding branching fractions have been determined to be Gamma(total)= (264+-27) keV; Gamma(hadron)= (258+-26) keV, Gamma(mu)= (2.44+-0.21) keV, and Gamma(pi+pi- J/Psi)= (85+-8.7) keV; and Br(hadron)= (97.79+-0.15)%, Br(pi+pi- J/Psi)= (32+-1.4)%, Br(mu)= (0.93+-0.08)%, respectively.Comment: 8 pages, 6 figure

Search for the Chiral Magnetic Effect in Au+Au collisions at sNN=27\sqrt{s_{_{\rm{NN}}}}=27 GeV with the STAR forward Event Plane Detectors

A decisive experimental test of the Chiral Magnetic Effect (CME) is considered one of the major scientific goals at the Relativistic Heavy-Ion Collider (RHIC) towards understanding the nontrivial topological fluctuations of the Quantum Chromodynamics vacuum. In heavy-ion collisions, the CME is expected to result in a charge separation phenomenon across the reaction plane, whose strength could be strongly energy dependent. The previous CME searches have been focused on top RHIC energy collisions. In this Letter, we present a low energy search for the CME in Au+Au collisions at $\sqrt{s_{_{\rm{NN}}}}=27$ GeV. We measure elliptic flow scaled charge-dependent correlators relative to the event planes that are defined at both mid-rapidity $|\eta|<1.0$ and at forward rapidity $2.1 < |\eta|<5.1$. We compare the results based on the directed flow plane ($\Psi_1$) at forward rapidity and the elliptic flow plane ($\Psi_2$) at both central and forward rapidity. The CME scenario is expected to result in a larger correlation relative to $\Psi_1$ than to $\Psi_2$, while a flow driven background scenario would lead to a consistent result for both event planes[1,2]. In 10-50\% centrality, results using three different event planes are found to be consistent within experimental uncertainties, suggesting a flow driven background scenario dominating the measurement. We obtain an upper limit on the deviation from a flow driven background scenario at the 95\% confidence level. This work opens up a possible road map towards future CME search with the high statistics data from the RHIC Beam Energy Scan Phase-II.Comment: main: 8 pages, 5 figures; supplementary material: 2 pages, 1 figur

Search for strong gravity in multijet final states produced in pp collisions at √s=13 TeV using the ATLAS detector at the LHC

A search is conducted for new physics in multijet final states using 3.6 inverse femtobarns of data from proton-proton collisions at √s = 13TeV taken at the CERN Large Hadron Collider with the ATLAS detector. Events are selected containing at least three jets with scalar sum of jet transverse momenta (HT) greater than 1TeV. No excess is seen at large HT and limits are presented on new physics: models which produce final states containing at least three jets and having cross sections larger than 1.6 fb with HT > 5.8 TeV are excluded. Limits are also given in terms of new physics models of strong gravity that hypothesize additional space-time dimensions

Operation and performance of the ATLAS semiconductor tracker

The semiconductor tracker is a silicon microstrip detector forming part of the inner tracking system of the ATLAS experiment at the LHC. The operation and performance of the semiconductor tracker during the first years of LHC running are described. More than 99% of the detector modules were operational during this period, with an average intrinsic hit efficiency of (99.74±0.04)%. The evolution of the noise occupancy is discussed, and measurements of the Lorentz angle, δ-ray production and energy loss presented. The alignment of the detector is found to be stable at the few-micron level over long periods of time. Radiation damage measurements, which include the evolution of detector leakage currents, are found to be consistent with predictions and are used in the verification of radiation background simulations

Search for H→γγ produced in association with top quarks and constraints on the Yukawa coupling between the top quark and the Higgs boson using data taken at 7 TeV and 8 TeV with the ATLAS detector

A search is performed for Higgs bosons produced in association with top quarks using the diphoton decay mode of the Higgs boson. Selection requirements are optimized separately for leptonic and fully hadronic final states from the top quark decays. The dataset used corresponds to an integrated luminosity of 4.5 fb−14.5 fb−1 of proton–proton collisions at a center-of-mass energy of 7 TeV and 20.3 fb−1 at 8 TeV recorded by the ATLAS detector at the CERN Large Hadron Collider. No significant excess over the background prediction is observed and upper limits are set on the tt¯H production cross section. The observed exclusion upper limit at 95% confidence level is 6.7 times the predicted Standard Model cross section value. In addition, limits are set on the strength of the Yukawa coupling between the top quark and the Higgs boson, taking into account the dependence of the tt¯H and tH cross sections as well as the H→γγ branching fraction on the Yukawa coupling. Lower and upper limits at 95% confidence level are set at −1.3 and +8.0 times the Yukawa coupling strength in the Standard Model

Measurement of the correlation between flow harmonics of different order in lead-lead collisions at √sNN = 2.76 TeV with the ATLAS detector

Correlations between the elliptic or triangular flow coefficients vm (m=2 or 3) and other flow harmonics vn (n=2 to 5) are measured using √sNN=2.76 TeV Pb+Pb collision data collected in 2010 by the ATLAS experiment at the LHC, corresponding to an integrated luminosity of 7 μb−1. The vm−vn correlations are measured in midrapidity as a function of centrality, and, for events within the same centrality interval, as a function of event ellipticity or triangularity defined in a forward rapidity region. For events within the same centrality interval, v3 is found to be anticorrelated with v2 and this anticorrelation is consistent with similar anticorrelations between the corresponding eccentricities, ε2 and ε3. However, it is observed that v4 increases strongly with v2, and v5 increases strongly with both v2 and v3. The trend and strength of the vm−vn correlations for n=4 and 5 are found to disagree with εm−εn correlations predicted by initial-geometry models. Instead, these correlations are found to be consistent with the combined effects of a linear contribution to vn and a nonlinear term that is a function of v22 or of v2v3, as predicted by hydrodynamic models. A simple two-component fit is used to separate these two contributions. The extracted linear and nonlinear contributions to v4 and v5 are found to be consistent with previously measured event-plane correlations

Fiducial and differential cross sections of Higgs boson production measured in the four-lepton decay channel in pp collisions at √s = 8 TeV with the ATLAS detector

Measurements of fiducial and differential cross sections of Higgs boson production in the H→ZZ∗ → 4ℓ decay channel are presented. The cross sections are determined within a fiducial phase space and corrected for detection efficiency and resolution effects. They are based on 20.3 fb−¹ of pp collision data, produced at √s = 8 TeV centre-of-mass energy at the LHC and recorded by the ATLAS detector. The differential measurements are performed in bins of transverse momentum and rapidity of the four-lepton system, the invariant mass of the subleading lepton pair and the decay angle of the leading lepton pair with respect to the beam line in the four-lepton rest frame, as well as the number of jets and the transverse momentum of the leading jet. The measured cross sections are compared to selected theoretical calculations of the Standard Model expectations. No significant deviation from any of the tested predictions is found

Measurements of fiducial cross-sections for t\bart production with one or two additional b-jets in pp collisions at √s =8 TeVusing the ATLAS detector

Fiducial cross-sections for $t\bar{t}$ production with one or two additional $b$-jets are reported, using an integrated luminosity of 20.3 fb$^{-1}$ of proton--proton collisions at a centre-of-mass energy of 8 TeV at the Large Hadron Collider, collected with the ATLAS detector. The cross-section times branching ratio for $t\bar{t}$ events with at least one additional $b$-jet is measured to be 950 $\pm$ 70 (stat.) $^{+240}_{-190}$ (syst.) fb in the lepton-plus-jets channel and 50 $\pm$ 10 (stat.) $^{+15}_{-10}$ (syst.) fb in the $e \mu$ channel. The cross-section times branching ratio for events with at least two additional $b$-jets is measured to be 19.3 $\pm$ 3.5 (stat.) $\pm$ 5.7 (syst.) fb in the dilepton channel ($e \mu$,\,$\mu\mu$, and \,$ee$) using a method based on tight selection criteria, and 13.5 $\pm$ 3.3 (stat.) $\pm$ 3.6 (syst.) fb using a looser selection that allows the background normalisation to be extracted from data. The latter method also measures a value of 1.30 $\pm$ 0.33 (stat.) $\pm$ 0.28 (syst.)\% for the ratio of $t\bar{t}$ production with two additional $b$-jets to $t\bar{t}$ production with any two additional jets. All measurements are in good agreement with recent theory predictions.Comment: 41 pages plus author list + cover page (58 total), 9 Figures, 16 tables, submitted to EPJC, all figures including auxiliary figures are available at https://atlas.web.cern.ch/Atlas/GROUPS/PHYSICS/PAPERS/TOPQ-2014-10