نتایج جستجو برای: black scholes pde
تعداد نتایج: 149702 فیلتر نتایج به سال:
The general validity of the area law for black holes is still an open problem. We first show in detail how to complete the usually incompletely stated text-book proofs under the assumption of piecewise C-smoothness for the surface of the black hole. Then we prove that a black hole surface necessarily contains points where it is not C (called “cusps”) at any time before caustics of the horizon g...
The application of fundamental option pricing models (OPMs), such as the binomial and the Black-Scholes models, to problems in information technology (IT) investment decision making have been the subject of some debate in the last few years. Prior research, for example, has made the case that pricing “real options” in real world operational and strategic settings offers the potential for useful...
We consider the one-loop corrected geometry and thermodynamics of a rotating BTZ black hole by way of a dimensionally reduced dilaton model. The analysis begins with a comprehensive study of the non-extremal solution after which two different methods are invoked to study the extremal case. The first approach considers the extremal limit of the non-extremal calculations, whereas the second treat...
We study a three-parameters family of solutions of the Brans-Dicke field equations. They are static and spherically symmetric. We find the range of parameters for which this solution represents a black hole different from the Schwarzschild one. We find a subfamily of solutions which agrees with experiments and observations in the solar system. We discuss some astrophysical applications and the ...
Any probe which crosses the horizon of a black hole should be absorbed. In M(atrix) theory, for 0-brane probes of Schwarzschild black holes, we argue that the relevant absorption mechanism is a tachyon instability which sets in at the horizon. We give qualitative arguments, and some quantitative large-N calculations, in support of this claim. The tachyon instability provides an attractive mecha...
A family of black-hole solutions in the model with 1-component perfect fluid is obtained. The metric of any solution contains (n − 1) Ricci-flat “internal space” metrics and for certain equations of state (pi = ±ρ) coincides with the metric of black brane (or black hole) solution in the model with antisymmetric form. Certain examples (e.g. imitating M2 and M5 black branes) are considered. The p...
We present spherically symmetric black hole solutions for Einstein gravity coupled to anisotropic matter. We show that these black holes have arbitrarily short hair, and argue for stability by showing that they can arise from dynamical collapse. We also show that a recent ‘no short hair’ theorem does not apply to these solutions. Pacs numbers: 04.20.Jb, 04.40.Nr, 04.70.Bw Typeset using REVTEX
We study correlation functions of coset constructions by utilizing the method of gauge dressing. As an example we apply this method to the minimal models and to the Witten 2D black hole. We exhibit a striking similarity between the latter and the gravitational dressing. In particular, we look for logarithmic operators in the 2D black hole. e-mail: [email protected] e-mail: a.lewis1@...
We examine the dynamics of extended branes, carrying lower dimensional brane charges, wrapping black holes and black hole microstates in M and Type II string theory. We show that they have a universal dispersion relation typical of threshold bound states with a total energy equal to the sum of the contributions from the charges. In near-horizon geometries of black holes, these are BPS states, a...
We present spherically symmetric black hole solutions for Einstein gravity coupled to anisotropic matter. We show that these black holes have arbitrarily short hair, and argue for stability by showing that they can arise from dynamical collapse. We also show that a recent ‘no short hair’ theorem does not apply to these solutions. Pacs numbers: 04.20.Jb, 04.40.Nr, 04.70.Bw Typeset using REVTEX
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