Results 11  20
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19,042
Antide Sitter Space, Thermal Phase Transition, and Confinement in Gauge Theories
 Adv. Theor. Math. Phys
, 1998
"... The correspondence between supergravity (and string theory) on AdS space and boundary conformal field theory relates the thermodynamics of N = 4 super YangMills theory in four dimensions to the thermodynamics of Schwarzschild black holes in Antide Sitter space. In this description, quantum phenome ..."
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Cited by 1083 (3 self)
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The correspondence between supergravity (and string theory) on AdS space and boundary conformal field theory relates the thermodynamics of N = 4 super YangMills theory in four dimensions to the thermodynamics of Schwarzschild black holes in Antide Sitter space. In this description, quantum
Option Pricing: A Simplified Approach
 Journal of Financial Economics
, 1979
"... This paper presents a simple discretetime model for valumg optlons. The fundamental econonuc principles of option pricing by arbitrage methods are particularly clear In this setting. Its development requires only elementary mathematics, yet it contains as a special limiting case the celebrated Blac ..."
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Cited by 1016 (10 self)
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Black&holes model, which has previously been derived only by much more difficult methods. The basic model readily lends itself to generalization in many ways. Moreover, by its very constructlon, it gives rise to a simple and efficient numerical procedure for valumg optlons for which premature
Large N field theories, string theory and gravity
, 2001
"... We review the holographic correspondence between field theories and string/M theory, focusing on the relation between compactifications of string/M theory on Antide Sitter spaces and conformal field theories. We review the background for this correspondence and discuss its motivations and the evide ..."
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Cited by 1443 (45 self)
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theories in other dimensions, conformal and nonconformal, with or without supersymmetry, and in particular the relation to QCD. We also discuss some implications for black hole physics.
Option pricing when underlying stock returns are discontinuous
 Journal of Financial Economics
, 1976
"... The validity of the classic BlackScholes option pricing formula dcpcnds on the capability of investors to follow a dynamic portfolio strategy in the stock that replicates the payoff structure to the option. The critical assumption required for such a strategy to be feasible, is that the underlying ..."
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Cited by 1001 (3 self)
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of the attractive features of the original Black&holes formula in that it does not dcpcnd on investor prcfcrenccs or knowledge of the expcctsd return on the underlying stock. Morcovcr, the same analysis applied to the options can bc extcndcd to the pricingofcorporatc liabilities. 1. Intruduction
Breaking an Abelian gauge symmetry near a black hole horizon
, 2008
"... I argue that coupling the Abelian Higgs model to gravity plus a negative cosmological constant leads to black holes which spontaneously break the gauge invariance via a charged scalar condensate slightly outside their horizon. This suggests that black holes can superconduct. ..."
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Cited by 274 (8 self)
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I argue that coupling the Abelian Higgs model to gravity plus a negative cosmological constant leads to black holes which spontaneously break the gauge invariance via a charged scalar condensate slightly outside their horizon. This suggests that black holes can superconduct.
Cosmological monopoles and nonabelian black holes
, 2008
"... We discuss magnetic monopole solutions of the EinsteinYangMillsHiggs equations with a positive cosmological constant. These configurations approach asymptotically the de Sitter spacetime background and exist only for a nonzero Higgs potential. We find that the total mass of the solutions within t ..."
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vanishing Higgs field. Both solutions with a regular origin and cosmological black holes are studied, special attention being paid to the computation of the global charges. 1
Some properties of Noether charge and a proposal for dynamical black hole entropy
 Phys. Rev
, 1994
"... We consider a general, classical theory of gravity with arbitrary matter fields in n dimensions, arising from a diffeomorphism invariant Lagrangian, L. We first show that L always can be written in a “manifestly covariant ” form. We then show that the symplectic potential current (n − 1)form, Θ, an ..."
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Cited by 326 (4 self)
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this formula for the Noether charge, we prove that the first law of black hole mechanics holds for arbitrary perturbations of a stationary black hole. (For higher derivative theories, previous arguments had established this law only for stationary perturbations.) Finally, we propose a local, geometrical
Black Hole Entropy Function, Attractors and Precision Counting of Microstates
, 2007
"... In these lecture notes we describe recent progress in our understanding of attractor mechanism and entropy of extremal black holes based on the entropy function formalism. We also describe precise computation of the microscopic degeneracy of a class of quarter BPS dyons in N = 4 supersymmetric strin ..."
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Cited by 324 (28 self)
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In these lecture notes we describe recent progress in our understanding of attractor mechanism and entropy of extremal black holes based on the entropy function formalism. We also describe precise computation of the microscopic degeneracy of a class of quarter BPS dyons in N = 4 supersymmetric
AdS3 Black Holes and a Stringy Exclusion Principle
, 1998
"... The duality relating nearhorizon microstates of black holes obtained as orbifolds of a subset of AdS3 to the states of a conformal field theory is analyzed in detail. The SL(2, R)L ⊗ SL(2, R)R invariant vacuum on AdS3 corresponds to the NSNS vacuum of the conformal field theory. The effect of the ..."
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Cited by 322 (25 self)
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The duality relating nearhorizon microstates of black holes obtained as orbifolds of a subset of AdS3 to the states of a conformal field theory is analyzed in detail. The SL(2, R)L ⊗ SL(2, R)R invariant vacuum on AdS3 corresponds to the NSNS vacuum of the conformal field theory. The effect
Results 11  20
of
19,042