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We apply Gauge Theory of Arbitrage (GTA) {hep-th/9710148} to derivative pricing. We show how the standard results of Black-Scholes analysis appear from GTA and derive correction to the Black-Scholes equation due to a virtual arbitrage and speculators reaction on it. The model accounts for both violation of the no-arbitrage constraint and non-Brownian price walks which resemble real financial data. The correction is nonlocal and transform the differential Black-Scholes equation to an integro-differential one.
We investigate the quantum entanglement entropy for the four-dimensional Euclidean SU(3) gauge theory. We present the first non-perturbative calculation of the entropic $c$-function ($C(l)$) of SU(3) gauge theory in lattice Monte Carlo simulation usi
We consider gauge theories of non-Abelian $finite$ groups, and discuss the 1+1 dimensional lattice gauge theory of the permutation group $S_N$ as an illustrative example. The partition function at finite $N$ can be written explicitly in a compact for
We study two-dimensional integrable field theories from the viewpoint of the four-dimensional Chern-Simons-type gauge theory introduced recently. The integrable field theories are realized as effective theories for the four-dimensional theory coupled
Gauge theories form the foundation of modern physics, with applications ranging from elementary particle physics and early-universe cosmology to condensed matter systems. We demonstrate emergent irreversible behavior, such as the approach to thermal
We study relativistic anyon field theory in 1+1 dimensions. While (2+1)-dimensional anyon fields are equivalent to boson or fermion fields coupled with the Chern-Simons gauge fields, (1+1)-dimensional anyon fields are equivalent to boson or fermion f