The Double-Layer Potential for Spectral Constants Revisited. [PDF]
Integr Equ Oper TheorySchwenninger FL, de Vries J.
europepmc +1 more source
Fundamental solution and Cauchy problem for a parabolic system with unbounded coefficients
, 1979 P. Besala
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Optimal Contracts for Delegated Order Execution
Mathematical Finance, EarlyView.ABSTRACT We determine the optimal affine contract for a client who delegates their order execution to a dealer. Existence and uniqueness are established for general linear price impact dynamics of the dealer's trades. Explicit solutions are available for the model of Obizhaeva and Wang, for example, and a simple gradient descent algorithm is applicable
Martin Larsson +2 more
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Sinkhorn Distributionally Robust Conditional Quantile Prediction with Fixed Design. [PDF]
Entropy (Basel)Jiang G, Mao T.
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Energy inequalities and Cauchy problems for a system of linear partial differential equations
, 1971 Mitsuyuki Itano, K. Yoshida
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Asymptotic Behavior and the Cauchy Problem for Ultrahyperbolic Operators [PDF]
, 1974 Alexa Murray, Murray H. Protter
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Optimal Liquidation With Signals: The General Propagator Case
Mathematical Finance, EarlyView.ABSTRACT We consider a class of optimal liquidation problems where the agent's transactions create transient price impact driven by a Volterra‐type propagator along with temporary price impact. We formulate these problems as maximization of a revenue‐risk functionals, where the agent also exploits available information on a progressively measurable ...
Eduardo Abi Jaber, Eyal Neuman
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RWOA: A novel enhanced whale optimization algorithm with multi-strategy for numerical optimization and engineering design problems. [PDF]
PLoS OneWei J, Gu Y, Lu B, Cheong N.
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On the existence and uniqueness of solution of the Cauchy problem for linear integro-differential equations with operator coefficients [PDF]
, 1971 Ivan Hlaváček
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Noûs, EarlyView.Abstract Expected utility theory often falls silent, even in cases where the correct rankings of options seems obvious. For instance, it fails to compare the Pasadena game to the Altadena game, despite the latter turning out better in every state. Decision theorists have attempted to fill these silences by proposing various extensions to expected ...
Hayden Wilkinson
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