Results 141 to 150 of about 132,418 (291)
Spanning Multi‐Asset Payoffs With ReLUs
Mathematical Finance, Volume 35, Issue 3, Page 682-707, July 2025.ABSTRACT We propose a distributional formulation of the spanning problem of a multi‐asset payoff by vanilla basket options. This problem is shown to have a unique solution if and only if the payoff function is even and absolutely homogeneous, and we establish a Fourier‐based formula to calculate the solution.
Sébastien Bossu +2 more
wiley +1 more source
Combinatorial Generation Algorithms for Directed Lattice Paths
MathematicsGraphs are a powerful tool for solving various mathematical problems. One such task is the representation of discrete structures. Combinatorial generation methods make it possible to obtain algorithms that can create discrete structures with specified ...
Yuriy Shablya +2 more
doaj +1 more source
A bijection which implies Melzer's polynomial identities: the? 1,1 (p,p+1) case [PDF]
, 1996 Omar Foda, S. Ole Warnaar
openalex +1 more source
Rough PDEs for Local Stochastic Volatility Models
Mathematical Finance, Volume 35, Issue 3, Page 661-681, July 2025.ABSTRACT In this work, we introduce a novel pricing methodology in general, possibly non‐Markovian local stochastic volatility (LSV) models. We observe that by conditioning the LSV dynamics on the Brownian motion that drives the volatility, one obtains a time‐inhomogeneous Markov process. Using tools from rough path theory, we describe how to precisely
Peter Bank +3 more
wiley +1 more source
Rigged configuration bijection and proof of the X = M conjecture for nonexceptional affine types [PDF]
Journal of Algebra, 2017 M. Okado, A. Schilling, Travis Scrimshaw
semanticscholar +1 more source
Wittgenstein and concept‐extension in mathematics
Philosophical Investigations, Volume 48, Issue 3, Page 333-348, July 2025.Abstract I begin by attempting to get a perspicuous overview of what Wittgenstein means by saying that a mathematical proof forms concepts. I then distinguish these sorts of cases from those we might call concept‐extending proofs, which, rather than introducing new concepts, function to enrich those concepts that have already been given a home in our ...
Samuel J. Wheeler
wiley +1 more source
Weak compactness cardinals for strong logics and subtlety properties of the class of ordinals
Journal of the London Mathematical Society, Volume 112, Issue 1, July 2025.Abstract Motivated by recent work of Boney, Dimopoulos, Gitman, and Magidor, we characterize the existence of weak compactness cardinals for all abstract logics through combinatorial properties of the class of ordinals. This analysis is then used to show that, in contrast to the existence of strong compactness cardinals, the existence of weak ...
Philipp Lücke
wiley +1 more source
Correction: Zhang, J.; Liu, K. Neural Information Squeezer for Causal Emergence. Entropy 2023, 25, 26. [PDF]
Entropy (Basel), 2023 Zhang J, Liu K.
europepmc +1 more source
Moduli of finite flat torsors over nodal curves
Journal of the London Mathematical Society, Volume 112, Issue 1, July 2025.Abstract We show that log flat torsors over a family X/S$X/S$ of nodal curves under a finite flat commutative group scheme G/S$G/S$ are classified by maps from the Cartier dual of G$G$ to the log Jacobian of X$X$. We deduce that fppf torsors on the smooth fiberss of X/S$X/S$ can be extended to global log flat torsors under some regularity hypotheses.
Sara Mehidi, Thibault Poiret
wiley +1 more source
Diameter-preserving linear bijections of function spaces [PDF]
, 2001 T. S. S. R. K. Rao, Anup Kumar Roy
openalex +1 more source