Results 61 to 70 of about 114,899,756 (184)
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
The Configuration Space of Two Particles Moving on a Graph [PDF]
, 2010 In this thesis we study the configuration space, F (Γ, 2), of two particles moving without collisions on a graph Γ with a view to calculating the Betti numbers of this space. We develop an intersection theory for cycles in graphs inspired by the classical
BARNETT, KATHRYN
core
Sketches of a platypus : persistent homology and its algebraic foundations
, 2014 The subject of persistent homology has vitalized applications of algebraic topology to point cloud data and to application fields far outside the realm of pure mathematics.
Vejdemo-Johansson, Mikael +2 more
core +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
On the geometry, topology and approximation of amoebas [PDF]
, 2013 We investigate multivariate Laurent polynomials f \in \C[\mathbf{z}^{\pm 1}] = \C[z_1^{\pm 1},\ldots,z_n^{\pm 1}] with varieties \mathcal{V}(f) restricted to the algebraic torus (\C^*)^n = (\C \setminus \{0\})^n.
Wolff, Timo de
core
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
Data‐Driven Spectral Prediction for Accelerating Large‐Scale Electronic Structure Calculations
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.ABSTRACT Simulating large molecular systems comprising thousands of atoms requires highly scalable methodologies. While modern Density Functional Theory (DFT) codes exhibit linear scaling, solving the associated large, sparse generalized eigenproblems remains a critical computational bottleneck on exascale architectures.
Abhiram Badrinarayanan +6 more
wiley +1 more source
On computing local monodromy and the numerical local irreducible decomposition
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract Similarly to the global case, the local structure of a holomorphic subvariety at a given point is described by its local irreducible decomposition. Geometrically, the key requirement for obtaining a local irreducible decomposition is to compute the local monodromy action of a generic linear projection at the given point, which is always well ...
Parker B. Edwards +1 more
wiley +1 more source
On the additive image of zeroth persistent homology
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract For a category X$X$ and a finite field F$F$, we study the additive image of the functor H0(−;F)∗:rep(X,Top)→rep(X,VectF)$\operatorname{H}_0(-;F)_* \colon \operatorname{rep}(X, \mathbf {Top}) \rightarrow \operatorname{rep}(X, \mathbf {Vect}_F)$, or equivalently, of the free functor rep(X,Set)→rep(X,VectF)$\operatorname{rep}(X, \mathbf {Set ...
Ulrich Bauer +3 more
wiley +1 more source
Local multiplicativity of perverse filtrations
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract Let f:S→C$f:S\rightarrow C$ be a proper surjective morphism from a smooth Kähler surface to a smooth curve. We show that the local perverse filtration associated with the induced map S[n]→C(n)$S^{[n]}\rightarrow C^{(n)}$ is multiplicative on each fiber if and only if f$f$ is an elliptic fibration.
Zili Zhang
wiley +1 more source