Related papers: Quadratic Volatility from the P\"oschl-Teller Pote…
The P\"ochl-Teller effective potential mimics an asymptotically de Sitter black hole bounded by an event horizon and a cosmological one. Owing to the benefit of being analytically soluble, the asymptotic quasinormal modes in the modified…
Short-horizon option book management relies on P&L expansions in a small set of risk factors. In practice, the quadratic term and common desk adjustments (smile corrections, execution cost add-ons) depend on the chosen factor coordinates,…
The action for a class of three-dimensional dilaton-gravity theories, with an electromagnetic Maxwell field and a cosmological constant, can be recast in a Brans-Dicke-Maxwell type action, with its free $\omega$ parameter. For a negative…
The quantum phase-space dynamics driven by hyperbolic P\"oschl-Teller (PT) potentials is investigated in the context of the Weyl-Wigner quantum mechanics. The obtained Wigner functions for quantum superpositions of ground and first-excited…
Quadratic gravity constitutes a prototypical example of a perturbatively renormalizable quantum theory of the gravitational interactions. In this work, we construct the associated phase space of static, spherically symmetric, and…
We derive a relationship between the eigenvalues of the Weyl-Schouten tensor of a conformal representative of the conformal infinity of a hyperbolic Poincar\'e manifold and the principal curvatures on the level sets of its uniquely…
We study a spherically symmetric setup consisting of a Schwarzschild metric as the background geometry in the framework of classical polymerization. This process is an extension of the polymeric representation of quantum mechanics in such a…
In this paper we analyze a nonlinear Black--Scholes model for option pricing under variable transaction costs. The diffusion coefficient of the nonlinear parabolic equation for the price $V$ is assumed to be a function of the underlying…
We consider the pricing problem related to payoffs that can have discontinuities of polynomial growth. The asset price dynamic is modeled within the Black and Scholes framework characterized by a stochastic volatility term driven by a…
We study the interior of the Schwarzschild black hole which is isometric to the Kantowski-Sachs cosmological model, using a fully relational and gauge-invariant quantization framework. The physical Hilbert space is constructed via refined…
We give an algebraic derivation of the eigenvalues of energy of a quantum harmonic oscillator on the surface of constant curvature, i.e. on the sphere or on the hyperbolic plane. We use the method proposed by Daskaloyannis for fixing the…
We study a quantum model with non-isotropic two-dimensional oscillator potential but with additional quadratic interaction $x_1x_2$ with imaginary coupling constant. It is shown, that for a specific connection between coupling constant and…
Static spherically symmetric black holes are discussed in the framework of higher dimensional gravity with quadratic in curvature terms. Such terms naturally arise as a result of quantum corrections induced by quantum fields propagating in…
Quadratic scale-invariant gravity non minimally coupled to a scalar field provides a competitive model for inflation, characterized by the transition from an unstable to a stable fixed point, both characterized by constant scalar field…
In this paper we study several aspects of extremal spherical symmetric black hole solutions of four dimensional N=1 supergravity coupled to vector and chiral multiplets with the scalar potential turned on. In the asymptotic region the…
We fit the volatility fluctuations of the S&P 500 index well by a Chi distribution, and the distribution of log-returns by a corresponding superposition of Gaussian distributions. The Fourier transform of this is, remarkably, of the Tsallis…
The discrete spectra of certain two-dimensional Schrodinger operators are numerically calculated. These operators have interesting spectral properties, i.e. their kernels are multi-dimensional and the deformations of potentials via the…
This work explores the intersection of quantum mechanics and curved spacetime by employing the Wigner formalism to investigate quantum systems in the vicinity of black holes. Specifically, we study the quantum dynamics of a probe particle…
We study the spectral problems associated with the finite-difference operators $H_N = 2 \cosh(p) + V_N(x)$, where $V_N(x)$ is an arbitrary polynomial potential of degree $N$. These systems can be regarded as a solvable deformation of the…
The Schr\" odinger equations which are exactly solvable in terms of associated special functions are directly related to some self-adjoint operators defined in the theory of hypergeometric type equations. The fundamental formulae occurring…