Results 71 to 80 of about 7,574,393 (201)

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

On a class of Hilbert-type inequalities in the whole plane related to exponent function

Journal of Inequalities and Applications, 2021
By introducing a kernel involving an exponent function with multiple parameters, we establish a new Hilbert-type inequality and its equivalent Hardy form.
Minghui You
doaj   +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

On Some Multidimensional Hilbert-Type Inequalities in the Discrete Case [PDF]

Ukrainian Mathematical Journal, 2013
Motivated by results of Huang, in this paper we derive a pair of discrete multidimensional Hilbert-type inequalities involving homogeneous kernel of negative degree. Also, we establish the conditions under which the constant factors involved in the established inequalities are the best possible.
Krni??, M., Vukovi??, P.
openaire   +3 more sources

Some Inequalities of the Gruss Type for the Numerical Radius of Bounded Linear Operators in Hilbert Spaces [PDF]

, 2008
Some inequalities of the Gr¨ uss type for the numerical radius of bounded linear operators in Hilbert spaces are ...
S. S. Dragomir, Dragomir, Sever S, Dragomir SS   +2 more
core   +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, Eyal Neuman, Sturmius Tuschmann   +2 more
wiley   +1 more source

Inequality of Opportunity in Wealth: Levels, Trends and Drivers in Germany

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper studies inequality of opportunity (IOp) in individual net wealth in Germany from 2002 to 2019 using the Socio‐Economic Panel (SOEP). Applying the ex‐ante IOp framework, we quantify the share of wealth inequality attributable to immutable circumstances and benchmark it against IOp in gross labour earnings.
Daniel Graeber, Johannes König, Viola Hilbert   +2 more
wiley   +1 more source

Parameter Conditions for Boundedness of Two Integral Operators in Weighted Lebsgue Space and Calculation of Operator Norms

Axioms
Firstly, Hilbert-type integral inequalities with best constant factors are established for two non-homogeneous kernels. Then, by utilizing the relationship between the Hilbert-type inequality and the integral operator of same kernel, the parameter ...
Lijuan Zhang, Bing He, Yong Hong
doaj   +1 more source

Stability of Viscous Three‐Dimensional Stratified Couette Flow via Dispersion and Mixing

Communications on Pure and Applied Mathematics, Volume 79, Issue 12, Page 2435-2490, December 2026.
ABSTRACT This article explores the stability of stratified Couette flow in the viscous 3d$3d$ Boussinesq equations. In this system, mixing effects arise from the shearing background, and gravity acts as a restoring force leading to dispersive internal gravity waves.
Michele Coti Zelati, Augusto Del Zotto, Klaus Widmayer   +2 more
wiley   +1 more source

A Hilbert’s type inequality with three parameters

Filomat, 2019
In this paper, by introducing three parameters A,B,? and using the Euler-Maclaurin expansion for the Riemann zeta function, we establish an inequality of a weight coefficient. Using this inequality, we derive generalizations of a Hilbert?s type inequality.
openaire   +2 more sources