Related papers: D-Brane solutions under market panic
An analysis of a spherically symmetric braneworld configuration is performed when the intrinsic curvature scalar is included in the bulk action; the vanishing of the electric part of the Weyl tensor is used as the boundary condition for the…
We investigate the analogue of the Randall-Sundrum brane-world in the case when the bulk contains a black hole. Instead of the static vacuum Minkowski brane of the RS model, we have an Einstein static vacuum brane. We find that the presence…
We generalize the recently proposed quantum model for the stock market by Zhang and Huang to make it consistent with the discrete nature of the stock price. In this formalism, the price of the stock and its trend satisfy the generalized…
We address the problem of asset pricing in a market where there is no risky asset. Previous work developed a theoretical model for a shadow riskless rate (SRR) for such a market in terms of the drift component of the state-price deflator…
Model uncertainty is a type of inevitable financial risk. Mistakes on the choice of pricing model may cause great financial losses. In this paper we investigate financial markets with mean-volatility uncertainty. Models for stock markets…
Over the past two decades, some scholars have noticed the correlation between quantum mechanics and finance/economy, making some novel attempts to introduce the theoretical framework of quantum mechanics into financial and economic…
A surprising image of the stock market arises if the price time series of all Dow Jones Industrial Average stock components are represented in one chart at once. The chart evolves into a braid representation of the stock market by taking…
A covariant simultaneous action for branes in an arbitrary curved background spacetime is considered. The action depends on a pair of independent field variables, the brane embedding functions, through the canonical momentum of a…
The Randall-Sundrum scenario, with a 1+3-dimensional brane in a 5-dimensional bulk spacetime, can be generalized in various ways. We consider the case where the Z2-symmetry at the brane is relaxed, and in addition the gravitational action…
This paper explores stochastic modeling approaches to elucidate the intricate dynamics of stock prices and volatility in financial markets. Beginning with an overview of Brownian motion and its historical significance in finance, we delve…
We deal with relativistic models described by a single real scalar field, searching for topological structures that behave asymmetrically, connecting minima with distinct profile. We use such features to build a new braneworld scenario, in…
The single particle equations describing motion of carriers in external potential in 2D Dirac-like and Kane intrinsic semiconductors are obtained within second quantization method. The terms renormalizing external potential in these…
Inspired by the Randall-Sundrum brane-world scenario, we investigate the possibility of brane-world inflation driven not by an inflaton field on the brane, but by a bulk, dilaton-like gravitational field. As a toy model for the dilaton-like…
Linearized equations of motion for gravitational and scalar fields are found and solved in a stabilized brane world model in five-dimensional Brans-Dicke theory. The physical degrees of freedom are isolated, the mass spectrum of…
Effective gravitational field equations on a four dimensional brane embedded in a five dimensional bulk have been considered. Using the Einstein-Hilbert action along with the Gauss-Bonnet correction term, we have derived static spherically…
We consider a new braneworld model with a bulk scalar field coupled to gravity. The bulk scalar action is inspired by the proposed low energy effective action around the tachyon vacuum. A class of warped geometries representing solutions of…
We study cosmology in the five-dimensional Randall-Sundrum brane-world with a stabilizing effective potential for the radion and matter localized on the branes. The analysis is performed by employing a perturbative expansion in the ratio…
In order to reconcile the non conventional character of brane cosmology with standard Friedmann cosmology, we introduce in this paper a slowly-varying quintessence scalar field in the brane and analyse the cosmological solutions…
Stationary, D-dimensional test branes, interacting with N-dimensional Myers-Perry bulk black holes, are investigated in arbitrary brane and bulk dimensions. The branes are asymptotically flat and axisymmetric around the rotation axis of the…
We review a viable alternative scenario of the inflationary universe in the context of the Randall-Sundrum (RS) braneworld. In this scenario, the dynamics of a 5-dimensional scalar field, which we call a bulk scalar field, plays the central…