相关论文: Unifying the BGM and SABR Models: A short Ride in …

We consider a renormalizable extension of the minimal supersymmetric standard model endowed by an R and a gauged B - L symmetry. The model incorporates chaotic inflation driven by a quartic potential, associated with the Higgs field which…

Models of geometric flows pertaining to $\mathcal{R}^2$ scale invariant (super) gravity theories coupled to conformally invariant matter fields are investigated. Related to this work are supersymmetric scalar manifolds that are isomorphic…

Local Stochastic Volatility (LSV) models have been used for pricing and hedging derivatives positions for over twenty years. An enormous body of literature covers analytical and numerical techniques for calibrating the model to market data.…

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…

In negatively curved field spaces, inflation can be realised even in steep potentials. Hyperinflation invokes the `centrifugal force' of a field orbiting the hyperbolic plane to sustain inflation. We generalise hyperinflation by showing…

It is well known that large Hubble-induced supergravity corrections to the inflaton field can ruin the flatness of the potential, thus creating a tension between slow-roll inflation and supergravity. In this paper we show that it is…

We take advantage of the principal bundle geometry of the space of connections to obtain general results on the presymplectic structure of two classes of (pure) gauge theories: invariant theories, and non-invariant theories satisfying two…

We comprehensively investigate a chaotic inflation model proposed recently in the framework of supergravity. In this model, the form of K\"ahler potential is determined by a symmetry, that is, the Nambu-Goldstone-like shift symmetry, which…

We propose a novel and generic calibration technique for four-factor foreign-exchange hybrid local-stochastic volatility models with stochastic short rates. We build upon the particle method introduced by Guyon and Labord\`ere [Nonlinear…

It has long been known that the moduli space of hyperbolic metrics on the disc can be identified with the Virasoro coadjoint orbit $\mathrm{Diff}^+(S^1) / \mathrm{SL}(2,\mathbb{R})$. The interest in this relationship has recently been…

Hyperbolic geometry has emerged as a powerful tool for modeling complex, structured data, particularly where hierarchical or tree-like relationships are present. By enabling embeddings with lower distortion, hyperbolic neural networks offer…

We propose a solution to the eta-problem in supergravity (SUGRA) hybrid inflation using a Nambu-Goldstone-like shift symmetry within a new class of models. The flatness of the tree-level inflaton potential is ensured by shift symmetry…

We consider a stochastic volatility model which captures relevant stylized facts of financial series, including the multi-scaling of moments. The volatility evolves according to a generalized Ornstein-Uhlenbeck processes with super-linear…

We give a complete solution to the local classification program of higher rank partially hyperbolic algebraic actions. We show $C^\infty$ local rigidity of abelian ergodic algebraic actions for symmetric space examples, twisted symmetric…

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

The kinematics of a robot manipulator are described in terms of the mapping connecting its joint space and the 6-dimensional Euclidean group of motions $SE(3)$. The associated Jacobian matrices map into its Lie algebra $\mathfrak{se}(3)$,…

We construct explicit geometric models for moduli spaces of semi-stable strongly parabolic Higgs bundles over the Riemann sphere, in the case of rank two, four marked points, arbitrary degree, and arbitrary weights. The mechanism of…

This paper proposes a semiparametric stochastic volatility (SV) model that relaxes the restrictive Gaussian assumption in both the return and volatility error terms, allowing them to follow flexible, nonparametric distributions with…

The Gaussian Graphical Model (GGM) is a popular tool for incorporating sparsity into joint multivariate distributions. The G-Wishart distribution, a conjugate prior for precision matrices satisfying general GGM constraints, has now been in…

We propose a new static parameterization of the implied volatility surface which is constructed by using polynomials of sigmoid functions combined with some other terms. This parameterization is flexible enough to fit market implied…