A binary mixture of hard-sphere polyions and point-size counterions is considered using the hypernetted-chain equation and the symmetric Poisson–Boltzmann equation. It is shown that such non-ideal effects as the polyion–polyion attraction, counterion association near the polyion surface, and...

It is shown using a simple agent-based market dynamics model that if the technical traders are able to affect the market liquidity, their concerted actions can move the market price in the direction favorable to their strategy.

A continuum market dynamics model with a variable number of traders is proposed. It includes an “impatience” factor that characterizes the frequency of leaving the market by those traders who are not been able to find their counterparts. The market liquidity is defined simply as the presence...

It is shown that the arbitrage free portfolio paradigm being applied to a portfolio with an arbitrary number of shares N allows for the extended solution in which the option price F depends on N. However the resulting stock hedging expense Q=MF (where M is the number of options in the portfolio)...

A binary mixture of hard-sphere polyions and point counterions is considered. It is shown that in the region of strong coupling, the symmetric Poisson–Boltzmann equation is capable of describing the counterion condensation near the polyion surface and the polyion–polyion attraction that was...

There has been growing interest in realized volatility (RV) of financial assets that is calculated using intra-day returns. The choice of optimal time grid for these calculations is not trivial and generally requires analysis of RV dependence on the grid spacing (so-called RV signature). Typical...