Results 81 to 90 of about 72,094 (282)
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
GENERAL BRANCHING FUNCTIONS OF AFFINE LIE ALGEBRAS [PDF]
Modern Physics Letters A, 1995 Explicit expressions are presented for general branching functions for cosets of affine Lie algebras ĝ with respect to subalgebras ĝ′ for the cases where the corresponding finite-dimensional algebras g and g′ are such that g is simple and g′ is either simple or sums of u(1) terms. A special case of the latter yields the string functions.
Hwang, Stephen, Rhedin, Henric
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Macroscopic Market Making Games
Mathematical Finance, EarlyView.ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley +1 more source
From tensor algebras to hyperbolic Kac-Moody algebras
Journal of High Energy PhysicsWe propose a novel approach to study hyperbolic Kac-Moody algebras, and more specifically, the Feingold-Frenkel algebra 𝔉, which is based on considering the tensor algebra of level-one states before descending to the Lie algebra by converting tensor ...
Axel Kleinschmidt +2 more
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On affine motions with one-dimensional orbits in common spaces of paths
Дифференциальная геометрия многообразий фигурThe concept of a common path space was introduced by J. Duqlas. M. S. Knebelman was the first to consider affine and projective movements in these spaces. The general path space is a generalization of the space of affine connectivity.
N. D. Nikitin, O. G. Nikitina
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AFFINE LIE ALGEBRAS AND CALOGERO SYSTEMS
Kyushu Journal of Mathematics, 1997 It is known that the Hamiltonian of the \(n\)-particle quantum rational Calogero model with a particular value of the parameter can be identified with the radial part of the Laplacian on the space \(p/K\). Here \(p\) is the Lie algebra of symmetric, anti-hermitian, traceless \(n\times n\) matrices and \(K=SO(n)\).
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Spatial depth for data in metric spaces
Scandinavian Journal of Statistics, EarlyView.Abstract We propose a novel measure of statistical depth, the metric spatial depth, for data residing in an arbitrary metric space. The measure assigns high (low) values for points located near (far away from) the bulk of the data distribution, allowing quantifying their centrality/outlyingness.
Joni Virta
wiley +1 more source
Quantum Integrable Model of an Arrangement of Hyperplanes
Symmetry, Integrability and Geometry: Methods and Applications, 2011 The goal of this paper is to give a geometric construction of the Bethe algebra (of Hamiltonians) of a Gaudin model associated to a simple Lie algebra.
Alexander Varchenko
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Lie algebra cohomology of the positive part of twisted affine Lie algebras [PDF]
, 2023 Jiuzu Hong, Shrawan Kumar
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Equivariant toric geometry and Euler–Maclaurin formulae
Communications on Pure and Applied Mathematics, Volume 79, Issue 3, Page 451-557, March 2026.Abstract We first investigate torus‐equivariant motivic characteristic classes of toric varieties, and then apply them via the equivariant Riemann–Roch formalism to prove very general Euler–Maclaurin‐type formulae for full‐dimensional simple lattice polytopes.
Sylvain E. Cappell +3 more
wiley +1 more source