Related papers: D-Brane solutions under market panic
We present a new class of magnetic brane solutions in $(n+1)$-dimensional Brans-Dicke-Maxwell theory in the presence of a quadratic potential for the scalar field. These solutions are neither asymptotically flat nor (anti)-de Sitter. Our…
Writing the article-Time independent pricing of options in range bound markets; the question in the title came naturally to my mind. It is stated, in the above article, that in certain market conditions the stock price is subjected to an…
We consider a cosmological brane moving in a static five-dimensional bulk spacetime endowed with a scalar field whose potential is exponential. After studying various cosmological behaviours for the homogeneous background, we investigate…
We study the pricing of derivative securities in financial markets modeled by a sub-mixed fractional Brownian motion with jumps (smfBm-J), a non-Markovian process that captures both long-range dependence and jump discontinuities. Under this…
We suggest a thick braneworld model in the squared curvature gravity theory. Despite the appearance of higher order derivatives, the localization of gravity and various bulk matter fields is shown to be possible. The existence of the…
The effective four-dimensional, linearised gravity for a brane world model with higher order curvature terms and a bulk scalar field is analysed. Large and small distance gravitational laws are derived. The model has a single brane embedded…
We derive the four-dimensional field equations for the induced metric and scalar field on the world-volume of a 3-brane in a five-dimensional bulk with Einstein gravity plus a self-interacting scalar field. We calculate the effective…
We study scalar cosmological perturbations in a braneworld model with a bulk Gauss-Bonnet term. For an anti-de Sitter bulk, the five-dimensional perturbation equations share the same form as in the Randall-Sundrum model, which allows us to…
A statistical decision problem is hidden in the core of option pricing. A simple form for the price C of a European call option is obtained via the minimum Bayes risk, R_B, of a 2-parameter estimation problem, thus justifying calling C…
Financial market dynamics is rigorously studied via the exact generalized Langevin equation. Assuming market Brownian self-similarity, the market return rate memory and autocorrelation functions are derived, which exhibit an…
In this work, we investigate braneworld models in mimetic gravity, with the source field having generalized dynamics. We present the mathematical description necessary to study the generalized model and consider the first-order formalism to…
Stock market returns are typically analyzed using standard regression, yet they reside on irregular domains which is a natural scenario for graph signal processing. To this end, we consider a market graph as an intuitive way to represent…
This work deals with thick braneworld models, in an environment where the Ricci scalar is changed to accommodate the addition of two extra terms, one depending on the Ricci scalar itself, and the other, which takes into account the trace of…
We attempt to explain stock market dynamics in terms of the interaction among three variables: market price, investor opinion and information flow. We propose a framework for such interaction and apply it to build a model of stock market…
In brane inflation, the relative brane position in the bulk of a brane world is the inflaton. For branes moving in a compact manifold, the approximate translational (or shift) symmetry is necessary to suppress the inflaton mass, which then…
We study the slow-roll inflationary dynamics in a self-gravitating induced gravity braneworld model with bulk cosmological constant. For E \gg M_{5}^{3}/M^{2}_{2} we find important corrections to the four-dimensional Friedmann equation…
We propose new braneworld models arising from a scalar field in the bulk. In these examples, the induced on--brane line element is de Sitter (or anti de Sitter) and the bulk (five dimensional) Einstein equations can be exactly solved to…
We study cosmological dynamics of a canonical bulk scalar field in the DGP setup within a superpotential approach. We show that the normal branch of this DGP-inspired model realizes a late-time de Sitter expansion on the brane. We extend…
We study the dynamics of brane worlds coupled to a scalar field and gravity, and find that self-tuning of the cosmological constant is generic in theories with at most two branes or a single brane with orbifold boundary conditions. We…
Drawing insights from the triumph of relativistic over classical mechanics when velocities approach the speed of light, we explore a similar improvement to the seminal Black-Scholes (Black and Scholes (1973)) option pricing formula by…