10 resultados para Volatilità implicita formula di Black-Sholescomportamento asintotico vicino alla scadenza

em Chinese Academy of Sciences Institutional Repositories Grid Portal


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Motivated by the recently proposed Kerr/CFT correspondence, we investigate the holographic dual of the extremal and non-extremal rotating linear dilaton black hole in Einstein-Maxwell-Dilaton-Axion Gravity. For the case of extremal black hole, by imposing the appropriate boundary condition at spatial infinity of the near horizon extremal geometry, the Virasoro algebra of conserved charges associated with the asymptotic symmetry group is obtained. It is shown that the microscopic entropy of the dual conformal field given by Cardy formula exactly agrees with Bekenstein-Hawking entropy of extremal black hole. Then, by rewriting the wave equation of massless scalar field with sufficient low energy as the SLL(2, R) x SLR(2, R) Casimir operator, we find the hidden conformal symmetry of the non-extremal linear dilaton black hole, which implies that the non-extremal rotating linear dilaton black hole is holographically dual to a two dimensional conformal field theory with the non-zero left and right temperatures. Furthermore, it is shown that the entropy of non-extremal black hole can be reproduced by using Cardy formula.

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We extend the recently proposed Kerr/CFT correspondence to examine the dual conformal field theory of four-dimensional Kaluza-Klein black hole in Einstein-Maxwell-Dilaton theory. For the extremal Kaluza-Klein black hole, the central charge and temperature of the dual conformal field are calculated following the approach of Guica, Hartman, Song and Strominger. Meanwhile, we show that the microscopic entropy given by the Cardy formula agrees with Bekenstein-Hawking entropy of extremal Kaluza-Klein black hole. For the non-extremal case, by studying the near-region wave equation of a neutral massless scalar field, we investigate the hidden conformal symmetry of Kaluza-Klein black hole, and find the left and right temperatures of the dual conformal field theory. Furthermore, we find that the entropy of non-extremal Kaluza-Klein black hole is reproduced by Cardy formula. (C) 2010 Elsevier B.V. All rights reserved.

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In addition to the layer thickness and effective Young’s modulus, the impact of the kinematic assumptions, interfacial condition, in-plane force, boundary conditions, and structure dimensions on the curvature of a film/substrate bilayer is examined. Different models for the analysis of the bilayer curvature are compared. It is demonstrated in our model that the assumption of a uniform curvature is valid only if there is no in-plane force. The effects of boundary conditions and structure dimensions, which are not-fully-included in previous models are shown to be significant. Three different approaches for deriving the curvature of a film/substrate bilayer are presented, compared, and analyzed. A more comprehensive study of the conditions regarding the applicability of Stoney’s formula and modified formulas is presented.

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The curvature-stress relation is studied for a film-substrate bilayer with the effect of interfacial slip and compared with that of an ideal interface without interfacial slip. The interfacial slip together with the dimensions, elastic and interfacial properties of the film and substrate layers can cause a significant deviation of curvature-stress relation from that with an ideal interface. The interfacial slip also results in the so-called free edge effect that the stress, constraint force, and curvature vary dramatically around the free edges. The constant curvature as predicted by Stoney's formula and the Timoshenko model of an ideal interface is no longer valid for a bilayer with a nonideal interface. The models with the assumption of an ideal interface can also lead to an erroneous evaluation on the true stress state inside a bilayer with a nonideal interface. The extended Stoney's formula incorporating the effects of both the layer dimensions and interfacial slip is presented.

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A simple three-axis model has been developed, which has been successfully applied to the analysis of the light transmittance in spatial incident angle and the simulation of modified formula of Malus' law for Glan-Taylor prisms. Our results indicate that the fluctuations on the cosine squared curve are due to specific misalignments between the axis of the optical system, the optical axis of the prism and the mechanical axis (rotation axis) of prism, which results in the fact that different initial relative location of the to-be-measured-prism in the testing system corresponds to different shape of Malus' law curve. Methods to get absolutely smooth curve are proposed. This analysis is available for other kinds of Glan-type prisms. (C) 2004 Elsevier B.V. All rights reserved.