Related papers: Rational Models for Inflation-Linked Derivatives
We study anisotropic inflationary solutions when the inflaton and its derivative couple to a vector field. This type of coupling is motivated by D-brane inflationary models, in which the inflaton, and a vector field living on the D-brane,…
In this letter I discuss a class of extensions of the standard model that have a minimal number of possible parameters, but can in principle explain dark matter and inflation. It is pointed out that the so-called new minimal standard model…
In the present work we study a warm inflationary model defined by a quasi-exponential inflaton potential and an inflaton decay rate proportional to the Hubble rate. The model is characterized by three free parameters. We compute the power…
We use cosmic microwave background and large scale structure data to test a broad and physically well-motivated class of inflationary models: those with flat tree-level potentials (typical in supersymmetry). The non-trivial features of the…
The recently released Planck data have constrained 4-dimensional inflationary parameters even more accurately than ever. We consider an extension of the braneworld model with induced gravity and a non-minimally coupled scalar field on the…
In this paper we study the pricing and hedging of nonreplicable contingent claims, such as long-term insurance contracts like variable annuities. Our approach is based on the benchmark-neutral pricing framework of Platen (2024), which…
We propose a model which can be jointly calibrated to the corporate bond term structure and equity option volatility surface of the same company. Our purpose is to obtain explicit bond and equity option pricing formulas that can be…
In this work, we consider intermediate inflation in context of the Generalized Non-Minimal Derivative Coupling (GNMDC) model. In this model, inflation is driven by a canonical scalar field that is coupled not only to gravity but also to the…
We introduce a controlled form of recursion in XQuery, inflationary fixed points, familiar in the context of relational databases. This imposes restrictions on the expressible types of recursion, but we show that inflationary fixed points…
We consider small-field models which invoke the usual framework for the effective field theory, and large-field models which go beyond that. Present and future possibilities for discriminating between the models are assessed, on the…
The meaning of the inflationary slow-roll approximation is formalised. Comparisons are made between an approach based on the Hamilton-Jacobi equations, governing the evolution of the Hubble parameter, and the usual scenario based on the…
A computational technique borrowed from the physical sciences is introduced to obtain accurate closed-form approximations for the transition probability of arbitrary diffusion processes. Within the path integral framework the same technique…
In this article we motivate and review the embedding of the gravitationally enhanced friction mechanism in supergravity. The very interesting feature is that inflationary models which utilize this mechanism drive inflation for a wider range…
In this paper, we assess whether using non-linear dimension reduction techniques pays off for forecasting inflation in real-time. Several recent methods from the machine learning literature are adopted to map a large dimensional dataset…
We introduce a tractable multi-currency model with stochastic volatility and correlated stochastic interest rates that takes into account the smile in the FX market and the evolution of yield curves. The pricing of vanilla options on FX…
Recent fits of cosmological parameters by the Wilkinson Microwave Anisotropy Probe (WMAP) measurement favor a primordial scalar spectrum with varying index. This result, if stands, could severely constrain inflation model buildings. Most…
This paper proposes a method for estimating consumer preferences among discrete choices, where the consumer chooses at most one product in a category, but selects from multiple categories in parallel. The consumer's utility is additive in…
We introduce a multiple curve framework that combines tractable dynamics and semi-analytic pricing formulas with positive interest rates and basis spreads. Negatives rates and positive spreads can also be accommodated in this framework. The…
With $P_t$ the price in current dollars of a dollar delivered $t$ time units from now, we assume that $P$ is a decreasing function defined for $t \in \mathbb{R}_+$ with $P_0 = 1$. The negative logarithmic derivative, $-…
Recently, a model of inflation using non-minimally coupled massive vector fields has been proposed. For a particular choice of non-minimal coupling parameter and for a flat FRW model, the model is reduced to the model of chaotic inflation…