Results 101 to 110 of about 3,136 (233)

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, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Topology and Algebra of Bonded Knots and Braids

Mathematics
In this paper we present a detailed study of bonded knots and their related structures, integrating recent developments into a single framework. Bonded knots are classical knots endowed with embedded bonding arcs modeling physical or chemical bonds.
Ioannis Diamantis, Louis H. Kauffman, Sofia Lambropoulou   +2 more
doaj   +1 more source

The fundamental theorem of asset pricing with and without transaction costs

Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.
Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley   +1 more source

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

Mathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley   +1 more source

On computing local monodromy and the numerical local irreducible decomposition

Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.
Abstract Similarly to the global case, the local structure of a holomorphic subvariety at a given point is described by its local irreducible decomposition. Geometrically, the key requirement for obtaining a local irreducible decomposition is to compute the local monodromy action of a generic linear projection at the given point, which is always well ...
Parker B. Edwards, Jonathan D. Hauenstein   +1 more
wiley   +1 more source

On the additive image of zeroth persistent homology

Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.
Abstract For a category X$X$ and a finite field F$F$, we study the additive image of the functor H0(−;F)∗:rep(X,Top)→rep(X,VectF)$\operatorname{H}_0(-;F)_* \colon \operatorname{rep}(X, \mathbf {Top}) \rightarrow \operatorname{rep}(X, \mathbf {Vect}_F)$, or equivalently, of the free functor rep(X,Set)→rep(X,VectF)$\operatorname{rep}(X, \mathbf {Set ...
Ulrich Bauer, Magnus B. Botnan, Steffen Oppermann, Johan Steen   +3 more
wiley   +1 more source

Algebraic computation of short exact sequence and topological invariants using K-theory in general ring of classification spaces

Partial Differential Equations in Applied Mathematics
The objective of this study is to calculate the K-Cohomology invariants of certain classification spaces of homotopy groups in short exact sequences, where the computation is done using properties of the K-theoretical features.
Yousif Altayeb
doaj   +1 more source

Local multiplicativity of perverse filtrations

Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.
Abstract Let f:S→C$f:S\rightarrow C$ be a proper surjective morphism from a smooth Kähler surface to a smooth curve. We show that the local perverse filtration associated with the induced map S[n]→C(n)$S^{[n]}\rightarrow C^{(n)}$ is multiplicative on each fiber if and only if f$f$ is an elliptic fibration.
Zili Zhang
wiley   +1 more source

Bounded exponential sums with multiplicative coefficients

Mathematika, Volume 72, Issue 4, October 2026.
Abstract We investigate when the exponential sum Sf(x,α):=∑n⩽xf(n)e(nα)$S_f(x,\alpha) := \sum _{n\leqslant x}f(n)\mathrm{e}(n\alpha)$ is bounded, for a multiplicative function f$f$ and α∈R$\alpha \in \mathbb {R}$. We show that under natural assumptions, Sf(x,α)$S_f(x,\alpha)$ is bounded only when f$f$ is very close to a twisted Dirichlet character χ(n ...
Péa Bazin, Ihor Pylaiev, Fred Tyrrell
wiley   +1 more source

Topological Classes of MV-Algebras

Studia Logica
Abstract This paper is concerned with the properties of the prime spectrum of MV-algebras, namely the space of its prime ideals with the Zariski topology which is an important topological invariant of MV-algebras. The prime spectrum is a complete invariant in Boolean algebras, but in MV-algebras this is not the case.
Giuseppina Gerarda Barbieri, Antonio DI Nola, Giacomo Lenzi   +2 more
openaire   +2 more sources