A guide to volatility and variance swaps.

K Demeterfi, E Derman, M Kamal - Journal of derivatives, 1999 - elibrary.ru
A Guide to Volatility and Variance Swaps. КОРЗИНА ПОИСК НАВИГАТОР ЖУРНАЛЫ
КНИГИ ПАТЕНТЫ ПОИСК АВТОРЫ ОРГАНИЗАЦИИ КЛЮЧЕВЫЕ СЛОВА РУБРИКАТОР …

(1+1)-dimensional large- QCD coupled to adjoint fermions

G Bhanot, K Demeterfi, IR Klebanov - Physical Review D, 1993 - APS
… and we have dropped the superscript plus on k;for brevity. The … converges to the limit of
continuous k+, we find that the … is that we can access higher value of K (up to 49) than in the full …

Glueball spectrum in a (1+ 1)-dimensional model for QCD

K Demeterfi, IR Klebanov, G Bhanot - Nuclear Physics B, 1994 - Elsevier
… truncated diagonalizations up to K = 40, and extrapolating these results to infinite K, we find
… For K ~ 24 we show the results of the full diagonalization, while for 26 ~ K ~ 40 we use the …

Scattering amplitudes and loop corrections in collective string field theory

K Demeterfi, A Jevicki, JP Rodrigues - Nuclear Physics B, 1991 - Elsevier
… The function cn z, however, has zeros both at K and K + 2iK'. One needs to find the physically
correct … (3.8): one must take one half of the residues of the poles at K and K + 2iK', which …

Perturbative results of collective string field theory

K Demeterfi, A Jevicki, JP Rodrigues - Modern Physics Letters A, 1991 - World Scientific
We present a summary of perturbative results obtained in the framework of collective string
field theory. We discuss computations of tree-level scattering amplitudes, loop corrections to …

One-dimensional QCD with finite chemical potential

N Bilić, K Demeterfi - Physics Letters B, 1988 - Elsevier
ONE-DIMENSIONAL QCD WITH FINITE CHEMICAL POTENTIAL Neven BILI(~ and
Kregimir DEMETERFI In lattice calculations of the chiral con … Neven BILI(~ and Kregimir …

[PDF][PDF] Scattering amplitudes and loop corrections in collective string field theory (II)

K Demeterfi, A Jevicki, JP Rodrigues - Nuclear Physics B, 1991 - academia.edu
Using collective field theory we evaluate higher-point scattering amplitudes. We discuss in
detail the one-loop self-energy correction and exhibit exact agreement with recent …

Multiband structure and critical behavior of matrix models

K Demeterfi, N Deo, S Jain, CI Tan - Physical Review D, 1990 - APS
… Finally, we comment on the other phases that coexist with the k =… In the same section we
obtain a k =2 nonperturbative … VI we conclude with a review of the status of the k =2 solution and …

Strong-coupling analysis of the chiral phase transition at finite chemical potential and finite temperature

N Bilić, K Demeterfi, B Petersson - Nuclear Physics B, 1992 - Elsevier
We study the chiral phase transition in SU(3) lattice gauge theory with Kogut-Susskind
fermions at finite chemical potential and finite temperature using a strong coupling and a 1 d …

Effective hamiltonians for 1/N expansion in two-dimensional QCD

JLF Barbon, K Demeterfi - Nuclear Physics B, 1995 - Elsevier
… To simplify notation we introduce a collective index k ~ (k ÷, i) to denote both momentum k +
… We have checked that the contributions with larger values of the excitation numbers, k and m…