Results 231 to 240 of about 1,274,174 (295)

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

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

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, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Toward Accurate RIXS Spectra at Heavy Element Edges: A Relativistic Four-Component and Exact Two-Component TDDFT Approach. [PDF]

J Chem Theory Comput
Konecny L, Dada MA, Nascimento DR, Repisky M.   +3 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

Correction to Temperature and Bekenstein-Hawking Entropy of Kiselev Black Hole Surrounded by Quintessence. [PDF]

Entropy (Basel)
Wang C.
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

Graphene-Based Chemical Field-Effect Transistors: Impact of Electric Double Layer Model and Quantum Capacitance on Na⁺ Detection Capabilities. [PDF]

Micromachines (Basel)
Baridi G, Liaquat A, Martini L, Nappi L, Rapuzzi F, Clericò V, Abidi EH, Meziani YM, Amado M, Diez E, Brancolini G, Rovati L, Rossella F.   +12 more
europepmc   +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

SAP-X2C: Optimally-Simple Two-Component Relativistic Hamiltonian with Size-Intensive Picture Change. [PDF]

J Chem Theory Comput
Surjuse KA, Valeev EF.
europepmc   +1 more source

On Shape Optimization with Large Magnetic Fields in Two Dimensions. [PDF]

J Geom Anal
Lotoreichik V, Morin L.
europepmc   +1 more source