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Constructing Arbitrage-free Binomial Models [PDF]
Wöster C. Constructing Arbitrage-free Binomial Models. Discussion paper / Fakultät für Wirtschaftswissenschaften, Universität Bielefeld. Bielefeld: Universität Bielefeld; 2004.In the past decades several versions of the binomial model for option pricing,
Wöster, Christoph
core
Cohen–Macaulay generalized binomial edge ideals
Let G be a simple graph on n vertices and let J_{G,m} be the generalized binomial edge ideal associated to G in the polynomial ring K[x_{ij}, 1 ≤ i ≤ m, 1 ≤ j ≤ n]. We classify the Cohen-Macaulay generalized binomial edge ideals.
Crupi, Marilena +2 more
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Comparison of symbolic and ordinary powers of parity binomial edge ideals
In this paper, we investigate when symbolic and ordinary powers of the parity binomial edge ideal of a graph fail to be equal. It turns out that if $\mathcal{I}_{G}$ is the parity binomial edge ideal of a graph $G$, then in each of the following cases ...
Rahmati, Farhad +2 more
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DGA structures on minimal free resolutions of binomial edge ideals
We provide a characterisation of all graphs whose parity binomial edge ideals have pure resolutions. Specifically, we show that the minimal free resolution of a parity binomial edge ideal is pure if and only if the corresponding graph is a complete ...
Phelan, Peter
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Cohen-Macaulay property of binomial edge ideals with girth of graphs
Conca and Varbaro (Invent. Math. 221 (2020), no. 3) showed the equality of depth of a graded ideal and its initial ideal in a polynomial ring when the initial ideal is square-free.
Sengupta, Indranath, Saha, Kamalesh
core
The size of the Betti table of binomial edge ideals
Let G be a finite simple graph on n non-isolated vertices, and let [Formula: see text] be its binomial edge ideal. We determine almost all pairs [Formula: see text], where G ranges over all finite simple graphs on n non-isolated vertices, for any n.
Antonino Ficarra, Emanuele Sgroi
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Koszulness of binomial edge ideals
10 pages, 1 figure The title has changed in: Binomial edge ideals with quadratic Gr\"obner ...
Crupi, Marilena, Rinaldo, Giancarlo
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Binomial edge ideals and conditional independence statements
We introduce binomial edge ideals attached to a simple graph $G$ and study their algebraic properties. We characterize those graphs for which the quadratic generators form a Gröbner basis in a lexicographic order induced by a vertex labeling. Such graphs are chordal and claw-free. We give a reduced squarefree Gröbner basis for general $G$.
Jürgen Herzog +4 more
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Toricness of Binomial Edge Ideals
Let G be a finite simple graph. In this paper we will show that the binomial edge ideal of G, JG is toric if and only if each connected component of G is complete and in this case it is the sum of toric ideal associated to bipartite complete graphs.
Saeedi, Mahdis +2 more
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On the regularity of binomial edge ideals
We study the regularity of binomial edge ideals. For a closed graph $G$ we show that the regularity of the binomial edge ideal $J_G$ coincides with the regularity of $\ini_{\lex}(J_G)$ and can be expressed in terms of the combinatorial data of $G.$ In addition, we give positive answers to Matsuda-Murai conjecture for some classes of graphs.
Ene, Viviana, Zarojanu, Andrei
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