169,874 research outputs found
Heston model: shifting on the volatility surface
No full textFitting the implied volatility surface is generally a complicated affair. Here Claudio Pacati, Roberto Renò and Manola Santilli propose a simple extension of the Heston model that allows fast and arbitrage-gree interpolation of the volatility surface with just one time dependent parameter
Due metodologie alternative per la stima della struttura per scadenza dei tassi di interesse: un confronto empirico sui dati italiani
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Effects of Nuclear Correlations on the 16O(e,e'pN) Reactions to Discrete Final States
No full textCalculations of the 16O(e,e′p N) cross sections to the ground state and first excited levels of the 14C and 14N nuclei are presented. The effects of nuclear fragmentation have been obtained in a self-consistent approach and are accounted for in the determination of the two-nucleon removal amplitudes. The Hilbert space is partitioned in order to compute the contribution of both long- and short-range effects in a separate way. Both the two-proton and the proton-neutron emission cross sections have been computed within the same model for the nuclear structure as well as the same treatment of the reaction mechanism, with the aim of better comparing the differences between the two physical processes. The 16O(e,e′ pp) reaction is found to be sensitive to short-range correlations, in agreement with previous results. The 16O(e,e′ pn) cross section to 1+ final states is dominated by the Δ current and tensor correlations. For both reactions, the interplay between collective (long-range) effects and short-range and tensor correlations plays an important role. This suggests that the selectivity of (e,e′pN) reactions to the final state can be used to probe correlations also beyond short-range effects
MESON-EXCHANGE CURRENT EFFECTS IN NUCLEON PHOTOEMISSION
No full textThe role of meson-exchange currents in (γ, p) and (γ, n) reactions at intermediate energies is investigated in the frame of a direct knockout model where the photon interacts with a pair of correlated nucleons. Realistic short-range correlations and final-state interactions are included in the calculations. Direct and exchange terms are considered. The results for 16O(γ, p) and 16O(γ, n) indicate that the two-body seagull current significantly affects the cross sections. In both cases the size and the shape of the experimental angular distributions are fairly well reproduced
Polarization Observables in (\vec gamma,\vec N N) Reactions
No full textThe formalism of (γ, NN) reactions is given where the incident photon is polarized and the outgoing-nucleon polarization is detected. Sixteen structure functions and fifteen polarization observables are found in the general case, while only eight structure functions and seven polarization observables survive in coplanar kinematics. Numerical examples are presented for the 16O(γ, np) and 16O(γ, pp) reactions. The transitions to the ground state of 14C and 14N are calculated in a model where realistic short-range and tensor correlations are taken into account for the np pair, while short-range and long-range correlations are included in a consistent way for pp pairs. The effects of the one-body and two-body components of the nuclear current and the role of correlations in cross-sections and polarizations are studied and discussed
Proton Recoil Polarization in (e,e'pp) Reactions
No full textThe general formalism of nucleon recoil polarization in the (e,e'N N) reaction is given. Numerical predictions are presented for the components of the outgoing proton polarization and of the polarization transfer coefficient in the specific case of the exclusive 16O(e,e'pp)14C knockout reaction leading to discrete states in the residual nucleus. Reaction calculations are performed in a direct knockout framework where final-state interactions and one-body and two-body currents are included. The two-nucleon overlap integrals are obtained
from a calculation of the two-proton spectral function of 16O where long-range and short-range correlations are
consistently included. The comparison of results obtained in different kinematics confirms that resolution of
different final states in the 16O(e,e'pp)14C reaction may act as a filter to disentangle and separately investigate
the reaction processes due to short-range correlations and two-body currents and indicates that measurements
of the components of the outgoing proton polarization may offer good opportunities to study short-range
correlations
Slater determinants, parity projection and Hartree-Fock calculations
No full textA Hartree-Fock calculation with parity mixed single-particle orbitals is performed with parity projecton before variation
Meson exchange currents in electromagnetic one-nucleon emission
No full textThe role of meson exchange currents MEC in electron- and photon-induced one-nucleon emission processes is studied in a nonrelativistic model including correlations and final state interactions. The nuclear
current is the sum of a one-body and of a two-body part. The two-body current includes pion seagull, pion-in-flight, and the isobar current contributions. Numerical results are presented for the exclusive
16O(e,e'p)15N and 16O(g ,p)15N reactions. MEC effects are in general rather small in (e,e'p), while in (g ,p) they are always large and important to obtain a consistent description of (e,e'p) and (g ,p) data, with the same
spectroscopic factors. The calculated (g ,p) cross sections are sensitive to short-range correlations at high values of the recoil momentum, where MEC effects are larger and overwhelm the contribution of correlations
Phenomenological occupation probabilities, binding energies and the nuclear one-body density matrix
No full textSingle-particle properties of nuclei are discussed
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