3 resultados para Black-Scholes Equation

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo


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We consider a solution of three dimensional New Massive Gravity with a negative cosmological constant and use the AdS/CTF correspondence to inquire about the equivalent two dimensional model at the boundary. We conclude that there should be a close relation of the theory with the Korteweg-de Vries equation. (C) 2012 Elsevier B.V..All rights reserved.

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We address the spherical accretion of generic fluids onto black holes. We show that, if the black hole metric satisfies certain conditions, in the presence of a test fluid it is possible to derive a fully relativistic prescription for the black hole mass variation. Although the resulting equation may seem obvious due to a form of it appearing as a step in the derivation of the Schwarzschild metric, this geometrical argument is necessary to fix the added degree of freedom one gets for allowing the mass to vary with time. This result has applications on cosmological accretion models and provides a derivation from first principles to serve as a basis to the accretion equations already in use in the literature.

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We discuss the gravitational collapse of a spherically symmetric massive core of a star in which the fluid component is interacting with a growing vacuum energy density. The influence of the variable vacuum in the collapsing core is quantified by a phenomenological beta parameter as predicted by dimensional arguments and the renormalization group approach. For all reasonable values of this free parameter, we find that the vacuum energy density increases the collapsing time, but it cannot prevent the formation of a singular point. However, the nature of the singularity depends on the value of beta. In the radiation case, a trapped surface is formed for beta <= 1/2, whereas for beta >= 1/2, a naked singularity is developed. In general, the critical value is beta = 1-2/3(1 + omega) where omega is the parameter describing the equation of state of the fluid component.