In this paper we provide evidence that financial option markets for equity indices give rise to non-trivial dependency structures between its constituents. Thus, if the individual constituent distributions of an equity index are inferred from the single-stock option markets and combined via a Gaussian copula, for example, one fails to explain the steepness… (More)
Recent results from lattice QCD simulations provide a realistic picture , based upon first principles, of Υ physics. We combine these results with the experimentally measured mass of the Υ meson to obtain an accurate and reliable value for the b-quark's pole mass. We use two different methods, each of which yields a mass consistent with M b = 5.0(2) GeV.… (More)
We use the Skyrme model to estimate the contribution of the QCD Q-angle to the neutron's electric dipole moment IV,, and find '0, = 2 x lo-l68 e cm. The same method may also be used to estimate the contributions to DD, of higher-dimension CP-violating operators.
In the study of the decay of a heavy scalar particle at rest in the Yukawa model at the one and two loop level, it is shown explicitly that naive light-cone quanti-zation leads to a violation of rotational invariance. Noncovariant counterterms are constructed in detail to restore Lorentz covxiance. An analysis of surface and zero mode contributions clxifies… (More)
There is currently public discussion as to whether the legal limit of blood alcohol concentration of drivers might be reduced from 0.8% to 0.5%. To acquire information concerning this problem, we measured temporal parameters of saccades and analysed the overall eye-movement behaviour with various blood ethanol concentrations. Eye movements were registered… (More)
We construct an eeective kernel for the Bethe-Salpeter equation for positronium by considering up to three-particle Fock states. We also consider kernels to order which relate the diierent Fock states by a system of coupled integral equations. We eliminate all but one of these equations to obtain a single equation for positronium Fock state (e + e ?)… (More)
The spectrum of the Υ system is investigated using the Nonrelativistic Lattice QCD approach to heavy quarks and ignoring light quark vacuum polarization. We find good agreement with experiment for the Υ, Υ ′ , Υ ′′ and for the center of mass and fine structure of the χ b-states. The lattice calculations predict b ¯ b D-states with center of mass at (10.20 ±… (More)