Results 91 to 100 of about 74,838 (223)
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 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
Optimal Portfolio Choice With Cross‐Impact Propagators
Mathematical Finance, EarlyView.ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber +2 more
wiley +1 more source
The Mathematical History Behind the Granger–Johansen Representation Theorem
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley +1 more source
The transportation of embedded inversion in world Englishes
World Englishes, EarlyView.Abstract The present study uses private correspondence to investigate the use of embedded inversion on both sides of the Atlantic as an illustration of the spread of spoken/conversational features through writing. The paper discusses the use of embedded inversion in Irish English (IrE) and briefly compares its occurrence in other varieties of English ...
Carolina P. Amador‐Moreno
wiley +1 more source
The Journal of Physiology, EarlyView.Abstract figure legend Integrated multimodal platform for panoramic cardiac mapping in isolated heart experiments. On the left, an image of the experimental setup during data acquisition showing a Langendorff‐perfused rabbit heart surrounded by three optical cameras (CAM A, B and C) positioned 120° apart, each coupled with high‐power LEDs for panoramic
Jimena Siles +8 more
wiley +1 more source
The Journal of Physiology, EarlyView.Abstract figure legend We present a shape modelling‐based morphological analysis of sex differences in cardiac anatomy. We conduct our analysis on 456 healthy subjects from the UK Biobank (227M/229F) to uncover sex‐based differences in healthy cardiac morphology.
Beatrice Moscoloni +4 more
wiley +1 more source
Cortical responses to balance perturbations persist without active postural control
The Journal of Physiology, EarlyView.Abstract figure legend A robotic balance simulator was used to test whether cortical responses to balance perturbations are contingent on active balance control or instead reflect the detection of unexpected motion. Participants experienced identical support‐surface rotations (toes‐up and toes‐down) while actively controlling balance or while being ...
Daphne N. R. Jansen +3 more
wiley +1 more source
The Journal of Physiology, EarlyView.Abstact figure legend A panoramic 3D optical mapping system was developed, enabling imaging of action potential waves across the entire strongly deforming ventricular surface of beating isolated hearts. The system comprises 12 high‐speed cameras and a soccerball‐shaped imaging chamber with 48 light‐emitting diodes (LEDs).
Shrey Chowdhary +5 more
wiley +1 more source
Building a Digital Twin for Material Testing: Model Reduction and Data Assimilation
Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 2, June 2026.ABSTRACT The rapid advancement of industrial technologies, data collection, and handling methods has paved the way for the widespread adoption of digital twins (DTs) in engineering, enabling seamless integration between physical systems and their virtual counterparts.
Rubén Aylwin +5 more
wiley +1 more source