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Relaxion monodromy and the Weak Gravity Conjecture
A bstractThe recently proposed relaxion models require extremely large trans-Planckian axion excursions as well as a potential explicitly violating the axion shift symmetry. The latter property isExpand
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Malliavin Calculus applied to finance
In this article, we give a brief informal introduction to Malliavin Calculus for newcomers. We apply these ideas to the simulation of Greeks in Finance. First to European-type options where formulasExpand
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Non-Independent Continuous Time Random Walks
The usual development of the continuous-time random walk (CTRW) assumes that jumps and time intervals are a two-dimensional set of independent and identically distributed random variables. In thisExpand
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On the Integrability of the Poisson Driven Stochastic Nonlinear Schrödinger Equations
We consider the Cauchy problem for the dissipative nonlinear Schrodinger equations driven by a Poisson noise, namely (1) where γn > 0 and 0 < t1 < ⋯ < tn < ⋯ are certain sequences ofExpand
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Continuous-time random-walk model for financial distributions.
We apply the formalism of the continuous-time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are theExpand
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Monotonic continuous-time random walks with drift and stochastic reset events.
In this paper we consider a stochastic process that may experience random reset events which suddenly bring the system to the starting value and analyze the relevant statistical magnitudes. We focusExpand
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Continuous-time random walks with reset events
Abstract In this paper, we consider a stochastic process that may experience random reset events which relocate the system to its starting position. We focus our attention on a one-dimensional,Expand
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A New Microplate Red Blood Cell Monolayer Technique for Screening and Identifying Red Blood Cell Antibodies
A new method has been developed to immobilize red blood cells in wells of microplates using a cell fixation buffer. This method has been employed for detecting and identifying red blood cellExpand
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The continuous time random walk formalism in financial markets
We adapt continuous time random walk (CTRW) formalism to describe asset price evolution and discuss some of the problems that can be treated using this approach. We basically focus on two aspects:Expand
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