Results 141 to 150 of about 139,367 (266)

Optimal Contracts for Delegated Order Execution

open access: yesMathematical Finance, Volume 35, Issue 4, Page 779-795, October 2025.
ABSTRACT We determine the optimal affine contract for a client who delegates their order execution to a dealer. Existence and uniqueness are established for general linear price impact dynamics of the dealer's trades. Explicit solutions are available for the model of Obizhaeva and Wang, for example, and a simple gradient descent algorithm is applicable
Martin Larsson   +2 more
wiley   +1 more source

Optimal Liquidation With Signals: The General Propagator Case

open access: yesMathematical Finance, Volume 35, Issue 4, Page 841-866, October 2025.
ABSTRACT We consider a class of optimal liquidation problems where the agent's transactions create transient price impact driven by a Volterra‐type propagator along with temporary price impact. We formulate these problems as maximization of a revenue‐risk functionals, where the agent also exploits available information on a progressively measurable ...
Eduardo Abi Jaber, Eyal Neuman
wiley   +1 more source

Application of Variable Step‐Size Hybrid Methods for Solving Third‐Order Lane‐Emden Equations

open access: yesMathematical Methods in the Applied Sciences, Volume 48, Issue 14, Page 13854-13863, 30 September 2025.
ABSTRACT This manuscript introduces a pair of variable step‐size hybrid methods (PVSHM) to efficiently solve third‐order initial value problems of Lane‐Emden‐type equations (LETE). These equations are extensively used across various disciplines, including chemical engineering, fluid mechanics, physics, and astrophysics, to model a wide range of real ...
Mufutau Ajani Rufai   +3 more
wiley   +1 more source

Attractors for an Energy‐Damped Viscoelastic Plate Equation

open access: yesMathematical Methods in the Applied Sciences, Volume 48, Issue 14, Page 13864-13881, 30 September 2025.
ABSTRACT In this paper, we consider a class of non‐autonomous beam/plate equations with an integro‐differential damping given by a possibly degenerate memory and an energy damping given by a nonlocal ε$$ \varepsilon $$‐perturbed coefficient. For each ε>0$$ \varepsilon >0 $$, we show that the dynamical system generated by the weak solutions of the ...
V. Narciso   +3 more
wiley   +1 more source

Emergent supersymmetry at large N

open access: yesJournal of High Energy Physics
We search for infrared fixed points of Gross-Neveu Yukawa models with matrix degrees of freedom in d = 4 − ε. We consider three models — a model with SU(N) symmetry in which the scalar and fermionic fields both transform in the adjoint representation, a ...
Shiroman Prakash, Shubham Kumar Sinha
doaj   +1 more source

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