arXiv subjects

R. Srivastava

Publications and source records attributed to R. Srivastava.

11 recordsLinked to original sources

arXiv2025

Axion framework with color-mediated Dirac neutrino masses

We propose a KSVZ-type axion framework in which vector-like quarks (VLQ) and colored scalars generate Dirac neutrino masses radiatively. The global Peccei-Quinn symmetry (under which the exotic fermions are charged) addresses the strong CP problem and ensures the Dirac nature of neutrinos. The axion also accounts for the observed cosmological dark matter. We systematically explore all viable VLQ representations. Depending on the specific scenario, the framework predicts distinct axion-to-photon couplings, testable through haloscope and helioscope experiments, as well as potentially significant flavor-violating quark-axion interactions.

hep-ph↗

arXiv2024

Axion Paradigm with Color-Mediated Neutrino Masses

We propose a generalized Kim-Shifman-Vainshtein-Zakharov-type axion framework in which colored fermions and scalars act as two-loop Majorana neutrino-mass mediators. The global Peccei-Quinn symmetry under which exotic fermions are charged solves the strong CP problem. Within our general proposal, various setups can be distinguished by probing the axion-to-photon coupling at helioscopes and haloscopes. We also comment on axion dark-matter production in the early Universe.

hep-ph↗

arXiv2020

Minimal scoto-seesaw mechanism with spontaneous CP violation

We propose simple scoto-seesaw models to account for dark matter and neutrino masses with spontaneous CP violation. This is achieved with a single horizontal $\mathcal{Z}_8$ discrete symmetry, broken to a residual $\mathcal{Z}_2$ subgroup responsible for stabilizing dark matter. CP is broken spontaneously via the complex vacuum expectation value of a scalar singlet, inducing leptonic CP-violating effects. We find that the imposed $\mathcal{Z}_8$ symmetry pushes the values of the Dirac CP phase and the lightest neutrino mass to ranges already probed by ongoing experiments, so that normal-ordered neutrino masses can be cornered by cosmological observations and neutrinoless double beta decay experiments.

hep-ph↗

arXiv2019

Pricing of the Geometric Asian Options Under a Multifactor Stochastic Volatility Model

This paper focuses on the pricing of continuous geometric Asian options (GAOs) under a multifactor stochastic volatility model. The model considers fast and slow mean reverting factors of volatility, where slow volatility factor is approximated by a quadratic arc. The asymptotic expansion of the price function is assumed, and the first order price approximation is derived using the perturbation techniques for both floating and fixed strike GAOs. Much simplified pricing formulae for the GAOs are obtained in this multifactor stochastic volatility framework. The zeroth order term in the price approximation is the modified Black-Scholes price for the GAOs. This modified price is expressed in terms of the Black-Scholes price for the GAOs. The accuracy of the approximate option pricing formulae is established, and the model parameter is also estimated by capturing the volatility smiles.

q-fin.PR↗

arXiv2019

Comparative Study of Two Extensions of Heston Stochastic Volatility Model

In the option valuation literature, the shortcomings of one factor stochastic volatility models have traditionally been addressed by adding jumps to the stock price process. An alternate approach in the context of option pricing and calibration of implied volatility is the addition of a few other factors to the volatility process. This paper contemplates two extensions of the Heston stochastic volatility model. Out of which, one considers the addition of jumps to the stock price process (a stochastic volatility jump diffusion model) and another considers an additional stochastic volatility factor varying at a different time scale (a multiscale stochastic volatility model). An empirical analysis is carried out on the market data of options with different strike prices and maturities, to compare the pricing performance of these models and to capture their implied volatility fit. The unknown parameters of these models are calibrated using the non-linear least square optimization. It has been found that the multiscale stochastic volatility model performs better than the Heston stochastic volatility model and the stochastic volatility jump diffusion model for the data set under consideration.

q-fin.MF↗

arXiv2018

Comprehensive Study of Properties of a Endohedrally Confined Ca Atom using Relativistic Many-body Methods

We have carried out theoretical investigations of electron correlation effects on the atomic properties of the Ca atom trapped inside an attractive spherically symmetric potential well of an endohedral fullerene C$_{60}$ cluster. Relativistic coupled-cluster (RCC) theory has been employed to obtain electron correlation energy, ionization potential and dipole polarizability of this atom. We have also performed calculations using the Dirac-Hartree-Fock (DF), relativistic second-order many-body perturbation theory (RMBPT(2) method) and relativistic random phase approximation (RRPA) to demonstrate propagation of the correlation effects in these properties. Our results are compared with the reported calculations employing multi-configuration Hartree-Fock (MCHF) method in Phys. Rev. A {\bf 87}, 013409 (2016). We found trends in correlation energy with respect to the potential depth are same, but magnitudes are very large in the relativistic calculations. We have also determined the differential and total cross-sections for elastic scattering of electrons from the free and confined Ca atoms using the electronic charge densities from the Dirac-Hartree core-potential (DFCP) and RCC methods to demonstrate role of potential depth in these properties.

physics.atom-ph↗

arXiv2017

Application of Relativistic Coupled-cluster Theory to Electron Impact Excitations of Mg$^+$ in the Plasma Environment

A relativistic coupled-cluster (RCC) theory is implemented to study electron impact excitations of atomic species. As a test case, the electron impact excitations of the $3s ~ ^2S_{1/2} - 3p ~ ^2P_{1/2;3/2}$ resonance transitions are investigated in the singly charged magnesium (Mg$^+$) ion using this theory. Accuracies of wave functions of Mg$^+$ are justified by evaluating its attachment energies of the relevant states and compared with the experimental values. The continuum wave function of the projectile electron are obtained by solving Dirac equations assuming distortion potential as static potential of the ground state of Mg$^+$. Comparison of the calculated electron impact excitation differential and total cross-sections with the available measurements are found to be in very good agreements at various incident electron energies. Further, calculations are carried out in the plasma environment in the Debye Hückel model framework, which could be useful in the astrophysics. Influence of plasma strength on the cross-sections as well as linear polarization of the photon emission in the $3p ~ ^2P_{3/2} - 3s ~ ^2S_{1/2}$ transition is investigated for different incident electron energies.

physics.atom-ph↗

arXiv2017

Quadratic approximation of slow factor of volatility in a Multi-factor Stochastic volatility Model

In the present work, we propose a new multifactor stochastic volatility model in which slow factor of volatility is approximated by a parabolic arc. We retain ourselves to the perturbation technique to obtain approximate expression for European option prices. We introduce the notion of modified Black-Scholes price. We obtain a simplified expression for European option price which is perturbed around the modified Black-Scholes price and have also obtained the expression of modified price in terms of Black-Scholes price.

q-fin.PR↗

arXiv2016

Solitons in an effective theory of CP violation

We study an effective field theory describing CP-violation in a scalar meson sector. We write the simplest interaction that we can imagine, $${\cal L}\sim ε_{i_1\cdots i_5}ε^{μ_1\cdotsμ_4}ϕ_{i_1}\partial_{μ_1}ϕ_{i_2}\partial_{μ_2}ϕ_{i_3}\partial_{μ_3}ϕ_{i_4}\partial_{μ_4}ϕ_{i_5}$$ which involves 5 scalar fields. The theory describes CP-violation only when it contains scalar fields representing mesons such as the $K^*_0$, sigma, $f_0$ or $a_0$. If the fields represent pseudo-scalar mesons, such as B, K and $π$ mesons then the Lagrangian describes anomalous processes such as $KK\to πππ$. We speculate that the field theory contains long lived excitations corresponding to $Q$-ball type domain walls expanding through space-time. In an 1+1 dimensional, analogous, field theory we find an exact, analytic solution corresponding to such solitons. The solitons have a U(1) charge $Q$, which can be arbitrarily high, but oddly, the energy behaves as $Q^{2/3}$ for large charge, thus the configurations are stable under disintegration into elementary charged particles of mass $m$ with $Q=1$. We also find analytic complex instanton solutions which have finite, positive Euclidean action.

hep-th↗

arXiv2015

Bremsstrahlung Energy Losses for Cosmic Ray Electrons and Positrons

Recently cosmic ray electrons and positrons, i.e. cosmic ray charged leptons, have been observed. To understand the distances from our solar system to the sources of such lepton cosmic rays, it is important to understand energy losses from cosmic electrodynamic fields. Energy losses for ultra-relativistic electrons and/or positrons due to classical electrodynamic bremsstrahlung are computed. The energy losses considered are (i) due to Thompson scattering from fluctuating electromagnetic fields in the background cosmic thermal black body radiation and (ii) due to the synchrotron radiation losses from quasi-static domains of cosmic magnetic fields. For distances to sources of galactic length proportions, the lepton cosmic ray energy must be lass than about a TeV.

hep-ph↗

arXiv2004

Laser-Induced Above-Bandgap Transparency in GaAs

We report the observation of large ($\sim 40%$) laser-induced above-bandgap transparency in GaAs at room temperature. The induced transparency is present only during the pulse width of the driving midinfrard laser pulses and its spectral shape is consistent with a laser-induced blue shift of the band edge. Our simulations based on the dynamic Franz-Keldysh effect reproduce the salient features of the experimental results, demonstrating in particular that the amount of the band edge shift is approximately given by the ponderomtive potential.

cond-mat.mtrl-sci↗