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This investigation establishes a formal equivalence between the generalized Black-Scholes equation under a Quadratic Normal Volatility (QNV) specification and the stationary Schr\"odinger equation for a hyperbolic P\"oschl-Teller potential.…

We discuss spontaneous symmetry breakdown (SSB) of both global and local scale symmetries in scalar-tensor gravity with two scalar fields, one of which couples nonminimally to scalar curvature while the other is a normal scalar field. In…

The possibility of having an inflationary epoch within a noncommutative geometry approach to unifying gravity and the standard model is demonstrated. This inflationary phase occurs without the need to introduce "ad hoc" additional fields or…

We derive an explicit asymptotic approximation for implied volatilities of caplets under the assumption that the short-rate is described by a generic quadratic term-structure model. In addition to providing an asymptotic accuracy result, we…

We study two complementary methodologies for calibrating implied volatility surfaces: analytical approximations and data-driven models based on rough path theory. On the analytical side, we revisit a second-order asymptotic expansion for…

Classical model reduction techniques project the governing equations onto linear subspaces of the high-dimensional state-space. For problems with slowly decaying Kolmogorov-n-widths such as certain transport-dominated problems, however,…

We study slow-roll inflation as a common feature in Metric-affine Theories of Gravity. In particular, we take into account extended metric, teleparallel and symmetric-teleparallel theories of gravity, based on different geometric…

This paper unites the gauge-theoretic and hyperbolic-geometric perspectives on the asymptotic geometry of the character variety of SL(2,C) representations of a surface group. Specifically, we find an asymptotic correspondence between the…

We propose the introduction of a Heisenberg symmetry of the Kahler potential to solve the problems with chaotic inflation in supergravity, as a viable alternative to the use of shift symmetry. The slope of the inflaton potential emerges…

We propose a model for cosmic inflation which is based on an effective description of strongly interacting, nonsupersymmetric matter within the framework of dynamical Abelian projection and centerization. The underlying gauge symmetry is…

The geometric L\'evy model (GLM) is a natural generalisation of the geometric Brownian motion model (GBM) used in the derivation of the Black-Scholes formula. The theory of such models simplifies considerably if one takes a pricing kernel…

This paper presents an algorithm for a complete and efficient calibration of the Heston stochastic volatility model. We express the calibration as a nonlinear least squares problem. We exploit a suitable representation of the Heston…

Long standing themes in inflation include the issue of large field vs. small field inflation as well as the question what fraction of phase space leads to sufficient inflation, and furthermore is compatible with the experimental data. In…

In energy markets, joint historical and implied calibration is of paramount importance for practitioners, yet notoriously challenging due to the need to align historical correlations of futures contracts with implied volatility smiles from…

In this paper we study the short-time behavior of the at-the-money implied volatility for European and arithmetic Asian call options with fixed strike price. The asset price is assumed to follow the Bachelier model with a general stochastic…

By using the Hamiltonian formulation, we demonstrate that the Merton-Garman equation emerges naturally from the Black-Scholes equation after imposing invariance (symmetry) under local (gauge) transformations over changes in the stock price.…

The symplectic group branching algebra, B, is a graded algebra whose components encode the multiplicities of irreducible representations of Sp(2n-2,C) in each irreducible representation of Sp(2n,C). By describing on B an ASL structure, we…

In this paper, we investigate hypergeometric stringy corrections in the swampland program for rescaled gravity. Precisely, we study inflationary models from Gauss-Bonnet hypergeometric scalar couplings via the falsification scenario. We…

We construct a hybrid inflationary model associated with the superheavy scale of the minimal supersymmetric standard model which is based on the simplest superpotential for symmetry breaking and in which the inflaton potential along the…

We propose symbolic regression as a powerful tool for studying Beyond the Standard Model physics. As a benchmark model, we consider the so-called Constrained Minimal Supersymmetric Standard Model, which has a four-dimensional parameter…