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It is natural to investigate if the quantization of an integrable or superintegrable classical Hamiltonian systems is still integrable or superintegrable. We study here this problem in the case of natural Hamiltonians with constants of…
Inspired by Le Calvez' theory of transverse foliations for dynamical systems of surfaces, we introduce a dynamical invariant, denoted by N, for Hamiltonians of any surface other than the sphere. When the surface is the plane or is closed…
The Newtonian potential operator for the Helmholtz equation, which is represented by the volume integral with fundamental solution as kernel function, is of great importance for direct and inverse scattering of acoustic waves. In this…
This study provides an analytic and numerical characterization of a class of regular, asymptotically flat black holes described by a deformed static spherical metric. The model is grounded in a four-dimensional non-polynomial…
The frequencies of quasinormal modes (QNM) for the Schwartzschild black hole are studied from the viewpoint of the particle scattering under an effective Regge-Wheeler type of potential consisting of a parabolic type one in an intermediate…
We solve the eigenvalue spectra for two quasi exactly solvable (QES) Schr\"odinger problems defined by the potentials $V(x;\gamma,\eta) = 4\gamma^{2}\cosh^{4}(x) + V_{1}(\gamma,\eta) \cosh^{2}(x) + \eta \left( \eta-1 \right)\tanh^{2}(x)$…
Accurately characterizing the implied volatility curves is a central challenge in option pricing and risk management. The classical SABR model by Hagan et al. has been widely adopted in practice due to its well-defined stochastic volatility…
Options with maturities below one week, hereafter "ultra-short-term" options, have seen a sharp increase in trading activity in recent years. Yet, these instruments are difficult to price jointly using classical pricing models due to the…
We have presented a complete description of classical dynamics generated by the Hamiltonian of quadrupole nuclear oscillations and identified those peculiarities of quantum dynamics that can be interpreted as quantum manifestations of…
The 3+1 Hamiltonian formulation in the gauge $D_tN=-K$ on the lapse function fixes the direction of time associated with the trace $K$ of the extrinsic curvature tensor. The Hamiltonian equations hereby become hyperbolic. We study this new…
In this short note, using our geometric method introduced in a previous paper \cite{phl} and initiated by \cite{ave}, we derive an asymptotic swaption implied volatility at the first-order for a general stochastic volatility Libor Market…
In the classical model of stock prices which is assumed to be Geometric Brownian motion, the drift and the volatility of the prices are held constant. However, in reality, the volatility does vary. In quantitative finance, the Heston model…
In this study, we investigate the pseudospectrum and spectrum (in)stability of quantum corrected Schwarzschild black hole. Methodologically, we use the hyperboloidal framework to cast the quasinormal mode (QNM) problem into an eigenvalue…
Applications of the quantum algorithm for Monte Carlo simulation to pricing of financial derivatives have been discussed in previous papers. However, up to now, the pricing model discussed in such papers is Black-Scholes model, which is…
4-manifolds have special topological properties which can be used to get a different view on quantum mechanics. One important property (connected with exotic smoothness) is the natural appearance of 3-manifold wild embeddings (Alexanders…
We investigate quadratic algebraically special perturbations (ASPs) of the Schwarzschild black hole. Their dynamics are derived from the expansion up to second order in perturbation of the most general algebraically special twisting vacuum…
We introduce a renormalization procedure necessary for the complete description of the energy spectra of a one-dimensional stationary Schr\"odinger equation with a potential that exhibits inverse-square singularities. We apply and extend…
A nonlinear wave alternative for the standard Black-Scholes option-pricing model is presented. The adaptive-wave model, representing 'controlled Brownian behavior' of financial markets, is formally defined by adaptive nonlinear…
We develop a bifurcation-theoretic description of Friedmann--Robertson--Walker cosmologies with a scalar field $\phi$, a barotropic fluid of index $\gamma$, and spatial curvature. For the strict exponential potential…
In a stochastic volatility framework, we find a general pricing equation for the class of payoffs depending on the terminal value of a market asset and its final quadratic variation. This allows a pricing tool for European-style claims…