Results 191 to 200 of about 11,370,086 (322)

Layer wise Scaled Gaussian Priors for Markov Chain Monte Carlo Sampled deep Bayesian neural networks. [PDF]

Front Artif Intell
Jawla D, Kelleher J.
europepmc   +1 more source

Some remarks on the Cauchy problem for weakly hyperbolic equations [PDF]

, 1977
Tatsuo Nishitani
openalex   +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

Lorentzian bordisms in algebraic quantum field theory. [PDF]

Lett Math Phys
Bunk S, MacManus J, Schenkel A.
europepmc   +1 more source

The Cauchy-Goursat problem [PDF]

, 1972
Paul Du Chateau
openalex   +1 more source

Spanning Multi‐Asset Payoffs With ReLUs

Mathematical Finance, EarlyView.
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, Stéphane Crépey, Hoang‐Dung Nguyen   +2 more
wiley   +1 more source

Global Solutions of the One-Dimensional Compressible Euler Equations with Nonlocal Interactions via the Inviscid Limit. [PDF]

Arch Ration Mech Anal
Carrillo JA, Chen GG, Yuan D, Zatorska E.   +3 more
europepmc   +1 more source

Well-posedness and qualitative behaviour of a semi-linear parabolic Cauchy problem arising from a generic model for fractional-order autocatalysis. [PDF]

Proc Math Phys Eng Sci, 2015
Meyer JC, Needham DJ.
europepmc   +1 more source

Lectures on Cauchy's Problem in Linear Partial Differential Equations

, 1924
J. Hadamard, P. Morse
semanticscholar   +1 more source

A Pure Dual Approach for Hedging Bermudan Options

Mathematical Finance, EarlyView.
ABSTRACT This paper develops a new dual approach to compute the hedging portfolio of a Bermudan option and its initial value. It gives a “purely dual” algorithm following the spirit of Rogers in the sense that it only relies on the dual pricing formula.
Aurélien Alfonsi, Ahmed Kebaier, Jérôme Lelong   +2 more
wiley   +1 more source