Adaptive Wave Models for Sophisticated Option Pricing
... Adaptive wave model for financial option pricing is proposed, as a high-complexity alternative to the standard Black-Scholes model. The new option-pricing model, representing a controlled Brownian motion, includes two wave-type approaches: nonlinear and quantum, both based on (adaptive form of) the ...
... Adaptive wave model for financial option pricing is proposed, as a high-complexity alternative to the standard Black-Scholes model. The new option-pricing model, representing a controlled Brownian motion, includes two wave-type approaches: nonlinear and quantum, both based on (adaptive form of) the ...
pdf - Martijn Wubs
... propagation and control of light in new and often counterintuitive ways. These man-made structures are composed of strongly subwavelength unit cells, with effective dielectric parameters often not occurring in nature, such as a negative refractive index [1,2]. Unlike in classical optics, the possibl ...
... propagation and control of light in new and often counterintuitive ways. These man-made structures are composed of strongly subwavelength unit cells, with effective dielectric parameters often not occurring in nature, such as a negative refractive index [1,2]. Unlike in classical optics, the possibl ...
Atoms – How Small, and How Large!
... n, orbital angular momentum quantum number and the corresponding projection quantum number m . The ground state of H-atom is represented by the wave function (also called the orbital) Ψ1s . A simple diagram of the energy levels of atomic hydrogen, derived by solving the Schrödinger equation, is ...
... n, orbital angular momentum quantum number and the corresponding projection quantum number m . The ground state of H-atom is represented by the wave function (also called the orbital) Ψ1s . A simple diagram of the energy levels of atomic hydrogen, derived by solving the Schrödinger equation, is ...
Chapter 12 Path Integral for Fermion Fields
... model, which is probably the simplest non-trivial field theory. The Schwinger model is just QED for massless fermions in 2 dimensions [42]. This model shows at least two (related) striking features. First the classically massless ’photon’ acquires a mass due to its interaction with the massless ferm ...
... model, which is probably the simplest non-trivial field theory. The Schwinger model is just QED for massless fermions in 2 dimensions [42]. This model shows at least two (related) striking features. First the classically massless ’photon’ acquires a mass due to its interaction with the massless ferm ...
Unit 6: Macroscopic Quantum Systems
... Or, more interestingly: Are there macroscopic objects large enough to be visible to the naked eye that still retain their quantum wave natures? To answer these questions, we need the rules for building larger objects out of smaller ones, and the means of applying them. The rules are of a highly quan ...
... Or, more interestingly: Are there macroscopic objects large enough to be visible to the naked eye that still retain their quantum wave natures? To answer these questions, we need the rules for building larger objects out of smaller ones, and the means of applying them. The rules are of a highly quan ...
The measure of existence of a quantum world and the Sleeping
... 5. The nature of a fair coin In the original SBP, Adam Elga and David Lewis did not discuss the nature of the fair coin. They considered it as a random variable with two equiprobable possible values, viewing the random variable as a primitive of classical probability theory. Vaidman (2001) used a qu ...
... 5. The nature of a fair coin In the original SBP, Adam Elga and David Lewis did not discuss the nature of the fair coin. They considered it as a random variable with two equiprobable possible values, viewing the random variable as a primitive of classical probability theory. Vaidman (2001) used a qu ...
1 Why do we need position operator in quantum theory?
... reasons. For macroscopic bodies this effect is extremely small (see Sec. 3) while in experiments on the Earth with atoms and elementary particles spreading does not have enough time to manifest itself. However, it seems rather strange that no one has posed a problem of what happens to photons from d ...
... reasons. For macroscopic bodies this effect is extremely small (see Sec. 3) while in experiments on the Earth with atoms and elementary particles spreading does not have enough time to manifest itself. However, it seems rather strange that no one has posed a problem of what happens to photons from d ...
An Introduction to Quantum Computation
... a useful technology. There are many possible realizations of a quantum computer, and research seems to be exploring many different avenues in this regard. Now, assuming it were possible to create one, there is the question of what could it do? There has been a large volume of research over the last ...
... a useful technology. There are many possible realizations of a quantum computer, and research seems to be exploring many different avenues in this regard. Now, assuming it were possible to create one, there is the question of what could it do? There has been a large volume of research over the last ...
2. 2d Particle accelerators_tcm4-665527
... ‘Our understanding of the universe is about to change...’ The Large Hadron Collider (LHC) is a gigantic scientific instrument near Geneva, where it spans the border between Switzerland and France about 100 m underground. It is a particle accelerator used by physicists to study the smallest known par ...
... ‘Our understanding of the universe is about to change...’ The Large Hadron Collider (LHC) is a gigantic scientific instrument near Geneva, where it spans the border between Switzerland and France about 100 m underground. It is a particle accelerator used by physicists to study the smallest known par ...
GroupMeeting_pjlin_20040810_pomeron
... not vanish asymptotically. In fact they rise slowly as s increases. If we are to attribute this rise to the exchange of a single Reggeon pole then it follows that the exchange is that of a Reggeon whose intercept, P 0 is greater than 1, and which carries the quantum number of the vacuum. This tr ...
... not vanish asymptotically. In fact they rise slowly as s increases. If we are to attribute this rise to the exchange of a single Reggeon pole then it follows that the exchange is that of a Reggeon whose intercept, P 0 is greater than 1, and which carries the quantum number of the vacuum. This tr ...
FEYNMANWS PATH INTEGRAL APPROACH TO QUANTUM FIELD
... super…cial charm in the fact that its square gives you the probability that a particle will go from here to there (possibly via an in…nite number of intermediate points), but that’s about it. After all, we are far more interested in particles that interact with …elds or other particles, anything but ...
... super…cial charm in the fact that its square gives you the probability that a particle will go from here to there (possibly via an in…nite number of intermediate points), but that’s about it. After all, we are far more interested in particles that interact with …elds or other particles, anything but ...
Spontaneously broken gauge symmetry in a Bose gas with constant
... could argue that the symmetry breaking occurs on time scales smaller than the energy scales defined by the energy uncertainty. However, those processes only occur as vanishingly small imaginary parts on the diagonal part of the density matrix and thus do not physically contribute on the energy scale ...
... could argue that the symmetry breaking occurs on time scales smaller than the energy scales defined by the energy uncertainty. However, those processes only occur as vanishingly small imaginary parts on the diagonal part of the density matrix and thus do not physically contribute on the energy scale ...
Strong Temperature Dependence of the Quasi
... A better treatment of the electrostatic energy or a better approximation for the confining potential can improve the estimate for the temperature scale but we expect that it cannot modify the general scenario we have presented here ...
... A better treatment of the electrostatic energy or a better approximation for the confining potential can improve the estimate for the temperature scale but we expect that it cannot modify the general scenario we have presented here ...