Mimicking the one-dimensional marginal distributions of stochastic diffusions

In the large maturity limit, we compute explicitly the Local Volatility surface for Heston, through Dupire’s formula, with Fourier pricing of the respective derivatives of the call price. Than we verify that the prices of European call options produced by the Heston model, concide with those given by the local volatility model where the Local Volatility is computed as said above.

Measurement of ttbar production differential cross section at \sqrt{s}=8 TeV at ATLAS

Top quark studies play an important role in the physics program of the Large Hadron Collider (LHC). The energy and luminosity reached allow the acquisition of a large amount of data especially in kinematic regions never studied before. In this thesis is presented the measurement of the ttbar production differential cross section on data collected by ATLAS in 2012 in proton proton collisions at \sqrt{s} = 8 TeV, corresponding to an integrated luminosity of 20.3 fb^{−1}. The measurement is performed for ttbar events in the semileptonic channel where the hadronically decaying top quark has a transverse momentum above 300 GeV. The hadronic top quark decay is reconstructed as a single large radius jet and identified using jet substructure properties. The final differential cross section result has been compared with several theoretical distributions obtaining a discrepancy of about the 25% between data and predictions, depending on the MC generator. Furthermore the kinematic distributions of the ttbar production process are very sensitive to the choice of the parton distribution function (PDF) set used in the simulations and could provide constraints on gluons PDF. In particular in this thesis is performed a systematic study on the PDF of the protons, varying several PDF sets and checking which one better describes the experimental distributions. The boosted techniques applied in this measurement will be fundamental in the next data taking at \sqrt{s}=13 TeV when will be produced a large amount of heavy particles with high momentum.