Results 111 to 120 of about 231,503 (267)
Quadratic Hedging of American Options Under GARCH Models
Journal of Futures Markets, EarlyView.ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
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Geometric Error Modeling of 3-DOF Planar Parallel Manipulators Using Conformal Geometric Algebra
MachinesThis paper proposes a geometrically intuitive error modeling method for planar parallel mechanisms (PPMs) based on conformal geometric algebra (CGA). First, the end point of each limb is determined through rotational transformations in geometric algebra.
Huijing Yao, Chenxin Tang, Xinxue Chai
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A signature invariant geometric algebra framework for spacetime physics and its applications in relativistic dynamics of a massive particle and gyroscopic precession. [PDF]
Sci Rep, 2022 Wu B.
europepmc +1 more source
How (not) to Cage an Electron: The Perfluoro Cage Effect as an Extrinsic Molecular Property
Helvetica Chimica Acta, EarlyView.A rigorous definition within Kohn–Sham density functional theory is presented for the notion of an caged electron inside perfluorinated fullerenes as radical anions. ABSTRACT The notion of a (molecular) electron cage was coined for the unique hosting capacity of perfluorocubane, suggesting the “encapsulation of an electron” within the highly symmetric ...
Andreas Riedmiller +2 more
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Laser &Photonics Reviews, EarlyView.Introducing dynamical dephasing into the photon modes of a waveguide causes spontaneous emission to switch from conventional exponential decay to a robust power‐law behavior visible at short times. The power law arises from photon diffusion in a dynamically disordered environment, uncovering a previously unexplored, decoherence‐induced pathway to ...
Stefano Longhi
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Quantum Integrable Model of an Arrangement of Hyperplanes
Symmetry, Integrability and Geometry: Methods and Applications, 2011 The goal of this paper is to give a geometric construction of the Bethe algebra (of Hamiltonians) of a Gaudin model associated to a simple Lie algebra.
Alexander Varchenko
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Rigorous Electromagnetic Quasinormal‐Mode Method Made Easy for Users
Laser &Photonics Reviews, EarlyView.We present a method that combines numerical techniques with accurate approximations to enable simple and ultrafast computations of the scattered field based on quasinormal modes expansions. The method is made available in the open‐source package MANlite implemented within COMSOL.
Tong Wu, Philippe Lalanne
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Lubrication Science, EarlyView.ABSTRACT Porous gas bearings (PGBs) enable high‐speed, oil‐free operation in modern rotating machinery. This study develops a coupled thermo‐hydrodynamic (THD) model for a cylindrical porous gas bearing lubricated with four working fluids—air, R‐134a, helium and hydrogen.
S. Bechiri, B. Bouchehit, B. Bou‐Saïd
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Moderate Deviation Principles for Lacunary Trigonometric Sums
Mathematische Nachrichten, EarlyView.ABSTRACT Classical works of Kac, Salem, and Zygmund, and Erdős and Gál have shown that lacunary trigonometric sums despite their dependency structure behave in various ways like sums of independent and identically distributed random variables. For instance, they satisfy a central limit theorem (CLT) and a law of the iterated logarithm.
Joscha Prochno, Marta Strzelecka
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Mathematical Methods in the Applied Sciences, Volume 48, Issue 6, Page 6912-6917, April 2025.ABSTRACT Nowadays, a substantial portion of investigations concerning the symmetry analysis of differential equations predominantly adhere to a framework comprising the following key procedures: (i) the derivation of symmetries, (ii) the determination of an optimal system, (iii) the utilization of these symmetries to construct invariants or ...
A. Paliathanasis +2 more
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