Results 141 to 150 of about 59,068,638 (241)

Experimental evidence of the topological obstruction in twisted bilayer graphene. [PDF]

Nat Commun
Mesple F, Mallet P, Trambly de Laissardière G, Dutreix C, Lapertot G, Veuillen JY, Renard VT.   +6 more
europepmc   +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

From Quantum Time to Manifestly Covariant QFT: On the Need for a Quantum-Action-Based Quantization. [PDF]

Entropy (Basel)
Diaz NL.
europepmc   +1 more source

Relative Arbitrage Opportunities With Interactions Among N Investors

Mathematical Finance, EarlyView.
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley   +1 more source

Robust Mean–Variance Portfolio Optimization: Mean–Variance–Variance Criterion Versus Mean–Variance–Standard Deviation Criterion

Mathematical Finance, EarlyView.
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley   +1 more source

Closed-form spin-relativistic corrections from the Dirac equation enabling a modified Schrödinger solver. [PDF]

Sci Rep
Amaro MB, Nazeef, Dussech CJ, Qi C.
europepmc   +1 more source

Frequency‐dependent contraction rates for the Bayesian method to the inverse source problem

Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.
Abstract This paper addresses an inverse source problem for acoustic waves in a range of frequencies. Our study has two main goals. First, although the problem is severely ill‐posed with a logarithmic stability estimate, we demonstrate, through careful analysis of the forward map's singular values, that increasing the frequency range enhances stability,
Pu‐Zhao Kow, Jenn‐Nan Wang
wiley   +1 more source

MxArray: A Modular, Multiplexed, and Massive MEMS-Based Acoustic Array. [PDF]

Sensors (Basel)
Moreno R, Ortigoso-Narro J, de la Prida D, Azpicueta-Ruiz LA, Genovés Guzmán B, Raiola M.   +5 more
europepmc   +1 more source

A Min–Max Relation on Dicuts and Dijoins in Weighted Chordal Digraphs

Journal of Graph Theory, Volume 113, Issue 3, Page 462-469, November 2026.
ABSTRACT In a digraph, a dicut is a cut where all the arcs cross in one direction. A dijoin is a subset of arcs that intersects every dicut. Edmonds and Giles conjectured that in a weighted digraph, the minimum weight of a dicut is equal to the maximum size of a packing of dijoins. This has been disproved. However, the unweighted version conjectured by
Gérard Cornuéjols, Siyue Liu, R. Ravi
wiley   +1 more source

Zeptosecond electron pulse train via multiphoton inelastic Cherenkov diffraction. [PDF]

Sci Rep
Avetissian HK, Mkrtchian GF.
europepmc   +1 more source