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Derivative pricing with virtual arbitrage

In this paper we derive an effective equation for derivative pricing which accounts for the presence of virtual arbitrage opportunities and their elimination by the market. We model the arbitrage…
arXiv (opens in a new tab)

Stability of orthotropic cylindrical shells with considerations of the moments affecting the subcritical state

Springer Nature (opens in a new tab)

Electrodynamical Model of Quasi-Efficient Financial Markets

A "microscopic" model with homogenuous quasi-rational behaviour of traders, aiming to describe short time market behaviour, which obeys the anomalous scaling relations recently reported for both high-frequency exchange rates and stock market indices.
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First quantum corrections for a hydrodynamics of a nonideal Bose gas

In the paper we consider a hydrodynamical description of a nonideal Bose gas in one-loop approximation. We calculate an effective action which consists of mean field contributions and first quantum…

q-functional Wick's theorems for particles with exotic statistics

In this paper we begin by giving a description of functional methods of quantum field theory for systems of interacting q-particles. These particles obey exotic statistics and are the…
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From Bose condensation to quantum gravity and back (in English)

We account for the interaction of the Bose-condensed fraction with the normal phase in an effective dynamical equation such as the Gross-Pitaevskii equation. We show that the low-energy excitations…
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Electrodynamical Model of Quasi-ecient Nancial Market

The modelling of nancial markets presents a problem which is both theoretically challenging and practically important. The theoretical aspects concern the issue of market e ciency which may even have…

q-Functional field theory for particles with exotic statistics

Abstract In the paper we give a consecutive description of functional methods of quantum field theory for systems of interacting q -particles. These particles obey exotic statistics and appear in…
Publisher (opens in a new tab)

Electrodynamical model of quasi-efficient financial market

The modelling of financial markets presents a problem which is both theoretically challenging and practically important. The theoretical aspects concern the issue of market efficiency which may even…
arXiv (opens in a new tab)

Hydrodynamics of a Bose condensate: beyond the mean field approximation (II)

Self-consistent hydrodynamic one-loop quantum corrections to the Gross-Pitaevskii equation due to the interaction of the condensate with collective excitations are calculated. It is done by making…
arXiv (opens in a new tab)
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