Results 91 to 100 of about 310,925 (271)
On the Representation of the Lattices of the Algebraic Sets of the Universal Algebras
Известия Иркутского государственного университета: Серия "Математика", 2019 The concept of an algebraic set is a basic concept of the classical algebraic geometry over fields. This concept, along with the concept of an algebraic lattice of algebraic sets is the basic concept of so-called algebraic geometry of universal algebras.
A.G. Pinus
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Quadratic Hedging of American Options Under GARCH Models
Journal of Futures Markets, EarlyView.ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
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THE ANALYSIS OF IMAGES IN N-POINT GRAVITATIONAL LENS BY METHODS OF ALGEBRAIC GEOMETRY
Acta Polytechnica, 2017 This paper is devoted to the study of images in N-point gravitational lenses by methods of algebraic geometry. In the beginning, we carefully define images in algebraic terms.
Albert Kotvytskiy +2 more
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Riemannian Holonomy and Algebraic Geometry
, 1999 This survey paper is devoted to Riemannian manifolds with special holonomy. To any Riemannian manifold of dimension n is associated a closed subgroup of SO(n), the holonomy group; this is one of the most basic invariants of the metric.
Beauville, A.
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Improving Implied Volatility Forecasts for American Options Using Neural Networks
Journal of Futures Markets, EarlyView.ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
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Algebraic geometry of crossed products
, 2013 For projective variety X we introduce a C*-algebra A_X defined as the norm-closure of representation of the twisted homogeneous coordinate ring of X by the linear operators on a Hilbert space H.
Nikolaev, Igor
core
Signed Projective Cubes, a Homomorphism Point of View
Journal of Graph Theory, EarlyView.ABSTRACT The (signed) projective cubes, as a special class of graphs closely related to the hypercubes, are on the crossroad of geometry, algebra, discrete mathematics and linear algebra. Defined as Cayley graphs on binary groups, they represent basic linear dependencies.
Meirun Chen +2 more
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Laser &Photonics Reviews, EarlyView.Introducing dynamical dephasing into the photon modes of a waveguide causes spontaneous emission to switch from conventional exponential decay to a robust power‐law behavior visible at short times. The power law arises from photon diffusion in a dynamically disordered environment, uncovering a previously unexplored, decoherence‐induced pathway to ...
Stefano Longhi
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Rigorous Electromagnetic Quasinormal‐Mode Method Made Easy for Users
Laser &Photonics Reviews, EarlyView.We present a method that combines numerical techniques with accurate approximations to enable simple and ultrafast computations of the scattered field based on quasinormal modes expansions. The method is made available in the open‐source package MANlite implemented within COMSOL.
Tong Wu, Philippe Lalanne
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Lubrication Science, EarlyView.ABSTRACT Porous gas bearings (PGBs) enable high‐speed, oil‐free operation in modern rotating machinery. This study develops a coupled thermo‐hydrodynamic (THD) model for a cylindrical porous gas bearing lubricated with four working fluids—air, R‐134a, helium and hydrogen.
S. Bechiri, B. Bouchehit, B. Bou‐Saïd
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