Results 131 to 140 of about 128,384 (219)
Discrete orthogonal polynomials and difference equations of several variables [PDF]
, 2006 Plamen Iliev, Yuan Xu
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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
Two-Variable Wilson Polynomials and the Generic Superintegrable System on the 3-Sphere
Symmetry, Integrability and Geometry: Methods and Applications, 2011 We show that the symmetry operators for the quantum superintegrable system on the 3-sphere with generic 4-parameter potential form a closed quadratic algebra with 6 linearly independent generators that closes at order 6 (as differential operators ...
Ernie G. Kalnins +2 more
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Partial Observability of Implied Volatility Matrices: Identification and Covolatilities Filtering
Mathematical Finance, EarlyView.ABSTRACT Whereas data on implied volatilities are available for a large number of assets, this is less frequently the case of implied covolatilities. We introduce a new approach based on static and dynamic Wishart models to solve this problem of missing data.
Christian Gouriéroux, Yang Lu
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Zeros of orthogonal polynomials in certain discrete Sobolev spaces
, 1996 Sangsoo Han +2 more
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The Reproducing Kernel Structure Arising from a Combination of Continuous and Discrete Orthogonal Polynomials into Fourier Systems [PDF]
, 2007 Luís Daniel Abreu
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Computer-Aided Civil and Infrastructure Engineering, EarlyView.Abstract Real‐time traffic signal control (TSC) in road networks remains challenging due to variable traffic flows and high computational complexity. Existing model predictive control (MPC) approaches often face several limitations, including the reliance on commercial solvers, the inflexibility of single‐objective optimization, and the use of ...
Lyuzhou Luo +3 more
wiley +1 more source
Asymptotic expansion of $\beta $ matrix models in the multi-cut regime
Forum of Mathematics, SigmaWe establish the asymptotic expansion in $\beta $ matrix models with a confining, off-critical potential in the regime where the support of the equilibrium measure is a finite union of segments.
Gaëtan Borot, Alice Guionnet
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