The Bouchaud–Anderson model with double-exponential potential

Quintessence Cosmologies with a Double Exponential Potential

We use phase space methods to investigate closed, flat, and open FriedmannRobertson-Walker cosmologies with a scalar potential given by the sum of two exponential terms. The form of the potential is motivated by the dimensional reduction of M-theory with non-trivial four-form flux on a maximally symmetric internal space. To describe the asymptotic features of run-away solutions we introduce the...

Double Exponential

Cosmological solutions in multidimensional model with multiple exponential potential

A family of cosmological solutions with (n+1) Ricci-flat spaces in the theory with several scalar fields and multiple exponential potential is obtained when coupling vectors in exponents obey certain relations. Two subclasses of solutions with power-law and exponential behaviour of scale factors are singled out. It is proved that power-law solutions may take place only when coupling vectors are...

Option pricing under the double stochastic volatility with double jump model

In this paper, we deal with the pricing of power options when the dynamics of the risky underling asset follows the double stochastic volatility with double jump model. We prove efficiency of our considered model by fast Fourier transform method, Monte Carlo simulation and numerical results using power call options i.e. Monte Carlo simulation and numerical results show that the fast Fourier tra...

Closed formulas for the price and sensitivities of European options under a double exponential jump diffusion model

We derive closed formulas for the prices of European options andtheir sensitivities when the underlying asset follows a double-exponentialjump diffusion model, as considered by S. Kou in 2002. This author hasderived the option price by making use of double series where each termrequires the computation of a sequence of special functions, such thatthe implementation remains difficult for a large...