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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.
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)
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)
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)
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)