Neutrino-Nucleus Quasi-Elastic Scattering in a Relativistic Model

A relativistic distorted-wave impulse-approximation model is applied to neutral-current and charged-current quasi-elastic neutrino-nucleus scattering. The effects of final state interactions are investigated and the sensitivity of the results to the strange nucleon form factors is discussed in view of their possible experimental determinationComment: 7 pages, 3 figures Proc. of the XXV International Workshop on Nuclear Theory, 26 June- 1 July, 2006 Rila, Bulgari

Relativistic descriptions of quasielastic charged-current neutrino-nucleus scattering: application to scaling and superscaling ideas

The analysis of the recent experimental data on charged-current neutrino-nucleus scattering cross sections measured at MiniBooNE requires fully relativistic theoretical descriptions also accounting for the role of final state interactions. In this work we evaluate inclusive quasielastic differential neutrino cross sections within the framework of the relativistic impulse approximation. Results based on the relativistic mean field potential are compared with the ones corresponding to the relativistic Green function approach. An analysis of scaling and superscaling properties provided by both models is also presented.Comment: 11 pages, 8 figures, version accepted for publication in Physical Review

Relativistic descriptions of final-state interactions in neutral-current neutrino-nucleus scattering at MiniBooNE kinematics

The analysis of the recent neutral-current neutrino-nucleus scattering cross sections measured by the MiniBooNE Collaboration requires relativistic theoretical descriptions also accounting for the role of final state interactions. In this work we evaluate differential cross sections with the relativistic distorted-wave impulse-approximation and with the relativistic Green's function model to investigate the sensitivity to final state interactions. The role of the strange-quark content of the nucleon form factors is also discussed.Comment: 8 pages, 5 figure

Relativistic descriptions of final-state interactions in charged-current quasielastic neutrino-nucleus scattering at MiniBooNE kinematics

The results of two relativistic models with different descriptions of the final-state interactions are compared with the MiniBooNE data of charged-current quasielastic cross sections. The relativistic mean field model uses the same potential for the bound and ejected nucleon wave functions. In the relativistic Green's function (RGF) model the final-state interactions are described in the inclusive scattering consistently with the exclusive scattering using the same complex optical potential. The RGF results describe the experimental data for total cross-sections without the need to modify the nucleon axial mass.Comment: 5 pages 3 figure

Pricing discretely monitored Asian options under Levy processes

We present methodologies to price discretely monitored Asian options when the underlying evolves according to a generic Lévy process. For geometric Asian options we provide closed-form solutions in terms of the Fourier transform and we study in particular these formulas in the Lévy-stable case. For arithmetic Asian options we solve the valuation problem by recursive integration and derive a recursive theoretical formula for the moments to check the accuracy of the results. We compare the implementation of our method to Monte Carlo simulation implemented with control variates and using different parametric Lévy processes. We also discuss model risk issues

Inclusive electron scattering in a relativistic Green function approach

A relativistic Green function approach to the inclusive quasielastic (e,e') scattering is presented. The single particle Green function is expanded in terms of the eigenfunctions of the nonhermitian optical potential. This allows one to treat final state interactions consistently in the inclusive and in the exclusive reactions. Numerical results for the response functions and the cross sections for different target nuclei and in a wide range of kinematics are presented and discussed in comparison with experimental data.Comment: 12 pages, 7 figures, REVTeX