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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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0111 · Jan 201019922001200920172026
2 results for “parameter-criticality”
Robin nullity and asymptotic geometry of the critical hyperbolic catenoidmath.AP

The paper identifies a new geometric and spectral phenomenon in the critical hyperbolic catenoid family.

problem The study investigates the critical hyperbolic catenoid family and its geometric and spectral properties.
method The approach involves analyzing the critical hyperbolic catenoid family, identifying parameter-criticality, and studying the Robin spectrum.
result The paper proves that at a parameter-critical value a♯a^\sharp, the Robin nullity of Σa♯Σ_{a^\sharp} is at least 3, with an additional kernel element in mode k=0k=0.
critical hyperbolic catenoidparameter-criticalityRobin nullitygeometric spectral phenomenonasymptotic geometry
2026-05-01abs ↗pdf ↗
On refined volatility smile expansion in the Heston modelq-fin.PR

It is known that Heston's stochastic volatility model exhibits moment explosion, and that the critical moment s+s_+ can be obtained by solving (numerically) a simple equation. This yields a leading order expansion for the implied volatility at large strikes: σBS(k,T)2T∼Ψ(s+−1)×kσ_{BS}( k,T)^{2}T\sim Ψ(s_+-1) \times k (Roger Lee's moment…

2010-01-18abs ↗pdf ↗