605 research outputs found
Parametric arbitrage-free models for implied smile dynamics
Based on the theory of Tangent Levy model [1] developed by R. Carmona and S. Nadtochiy, this thesis gives a paramatrized realization of dynamic implied smile.\ud
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After specifying a Dirac style Levy measure, we give argument about the consistency issue of our model with the Tangent Levy Model. A corresponding no arbitrage drift condition is derived for the parameters. Numerical setup under our model for option pricing and parameter estimation for calibration is given. Implementation results are illustrated in detail and in the end we provide with simulation results of one day ahead implied smile
Towards microscopic studies of survival probabilities of compound superheavy nuclei
The microscopic approach of fission rates and neutron emission rates in
compound nuclei have been applied to No and Cn. The microscopic
framework is based on the finite-temperature Skyrme-Hartree-Fock+BCS
calculations, in which the fission barriers and mass parameters are
self-consistently temperature dependent. The fission rates from low to high
temperatures can be obtained based on the imaginary free energy method. The
neutron emission rates are obtained with neutron gases at surfaces. Finally the
survival probabilities of superheavy nuclei can be calculated microscopically.
The microscopic approach has been compared with the widely used statistical
models. Generally, there are still large uncertainties in descriptions of
fission rates.Comment: 9 pages,7 figures, accepted for Physica Scripta Special Issu
Microscopic description of neutron emission rates in compound nuclei
The neutron emission rates in thermal excited nuclei are conventionally
described by statistical models with a phenomenological level density parameter
that depends on excitation energies, deformations and mass regions. In the
microscopic view of hot nuclei, the neutron emission rates can be determined by
the external neutron gas densities without any free parameters. Therefore the
microscopic description of thermal neutron emissions is desirable that can
impact several understandings such as survival probabilities of superheavy
compound nuclei and neutron emissivity in reactors.
To describe the neutron emission rates microscopically, the external thermal
neutron gases are self-consistently obtained based on the Finite-Temperature
Hartree-Fock-Bogoliubov (FT-HFB) approach. The results are compared with the
statistical model to explore the connections between the FT-HFB approach and
the statistical model.
The Skyrme FT-HFB equation is solved by HFB-AX in deformed coordinate spaces.
Based on the FT-HFB approach, the thermal properties and external neutron gas
are properly described with the self-consistent gas substraction procedure.
Then neutron emission rates can be obtained based on the densities of external
neutron gases.
The thermal statistical properties of U and U are studied in
detail in terms of excitation energies. The thermal neutron emission rates in
U and superheavy compound nuclei Cn and
Fl are calculated, which agree well with the statistical model by
adopting an excitation-energy-dependent level density parameter.
The coordinate-space FT-HFB approach can provide reliable microscopic
descriptions of neutron emission rates in hot nuclei, as well as microscopic
constraints on the excitation energy dependence of level density parameters for
statistical models.Comment: 6 pages, 5 figures, revised and accepted for PR
Scalar CFTs and Their Large N Limits
We study scalar conformal field theories whose large spectrum is fixed by
the operator dimensions of either Ising model or Lee-Yang edge singularity.
Using numerical bootstrap to study CFTs with symmetry, we find
a series of kinks whose locations approach
at
. Setting , we study the cubic anisotropic fixed
point with three spin components. As byproducts of our numerical bootstrap
work, we discover another series of kinks whose identification with previous
known CFTs remains a mystery. We also show that "minimal models" of
algebra saturate the numerical bootstrap bounds of CFTs with
symmetry.Comment: 29 pages, 5 figure
Extension and parameterization of high-order density dependence in Skyrme forces
The three-body force is indispensable in nuclear energy density functionals
which leads to a density dependent two-body term in the Hartree-Fock approach.
Usually a single factional power of density dependency has been adopted. We
consider the possibility of an additional higher-order density dependence in
extended Skyrme forces. As a result, new extended Skyrme parametertizations
based on the SLy4 force are obtained and the improvements in descriptions of
global nuclei have been demonstrated. The higher-order term can also
substantially affect nuclear properties in the high density region in general
ways.Comment: 6 pages, 5 figure
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