Results 91 to 100 of about 1,716 (184)
Forward equations for option prices in semimartingale models [PDF]
We derive a forward partial integro-differential equation for prices of call options in a model where the dynamics of the underlying asset under the pricing measure is described by a -possibly discontinuous- semimartingale. This result generalizes Dupire'
Amel Bentata, Rama Cont
core
New approaches for Delaunay triangulation and optimisation. [PDF]
Heliyon, 2019 Perumal L.
europepmc +1 more source
An unsymmetric Fubini theorem [PDF]
Bulletin of the American Mathematical Society, 1941 Cameron, R. H., Martin, W. T.
openaire +3 more sources
Optimal Portfolio Liquidation for CARA Investors [PDF]
We consider the finite-time optimal portfolio liquidation problem for a von Neumann-Morgenstern investor with constant absolute risk aversion (CARA).
Schied, Alexander, Schöneborn, Torsten
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Onsager's conjecture in bounded domains for the conservation of entropy and other companion laws. [PDF]
Proc Math Phys Eng Sci, 2019 Bardos C +4 more
europepmc +1 more source
On generalized Carleson operators of periodic wavelet packet expansions. [PDF]
ScientificWorldJournal, 2013 Lal S, Kumar M.
europepmc +1 more source
Superoptimal Rate of Convergence in Nonparametric Estimation for Functional Valued Processes. [PDF]
Int Sch Res Notices, 2014 Chesneau C, Maillot B.
europepmc +1 more source
Symplectic invariants for parabolic orbits and cusp singularities of integrable systems. [PDF]
Philos Trans A Math Phys Eng Sci, 2018 Bolsinov A, Guglielmi L, Kudryavtseva E.
europepmc +1 more source
Nonlinear Semigroups Analytic on Sectors [PDF]
, 1999 Matsumoto, Toshitaka +2 more
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