Results 41 to 50 of about 64,148 (170)
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
wiley +1 more source
Free probability on Hecke algebras and certain group C^{*}-algebras induced by Hecke algebras [PDF]
Opuscula Mathematica, 2016 In this paper, by establishing free-probabilistic models on the Hecke algebras \(\mathcal{H}\left(GL_{2}(\mathbb{Q}_{p})\right)\) induced by \(p\)-adic number fields \(\mathbb{Q}_{p}\), we construct free probability spaces for all primes \(p\).
Ilwoo Cho
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$C^*$-algebras from planar algebras I: canonical $C^*$-algebras associated to a planar algebra [PDF]
, 2014 From a planar algebra, we give a functorial construction to produce numerous associated $C^*$-algebras. Our main construction is a Hilbert $C^*$-bimodule with a canonical real subspace which produces Pimsner-Toeplitz, Cuntz-Pimsner, and generalized free ...
Hartglass, Michael, Penneys, David
core
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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Fractal and FractionalIn this work, we first develop the modified time Caputo fractional Kawahara Equations (MTCFKEs) in the usual Hilbert spaces and extend them to analogous structures within the theory of Hilbert algebras.
Faten H. Damag, Amin Saif
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Quiver theories and formulae for Slodowy slices of classical algebras
Nuclear Physics B, 2019 We utilise SUSY quiver gauge theories to compute properties of Slodowy slices; these are spaces transverse to the nilpotent orbits of a Lie algebra g.
Santiago Cabrera +2 more
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Mathematical Methods in the Applied Sciences, EarlyView.A highly accurate numerical method is given for the solution of boundary value problem of generalized Bagley‐Torvik (BgT) equation with Caputo derivative of order 0<β<2$$ 0<\beta <2 $$ by using the collocation‐shooting method (C‐SM). The collocation solution is constructed in the space Sm+1(1)$$ {S}_{m+1}^{(1)} $$ as piecewise polynomials of degree at ...
Suzan Cival Buranay +2 more
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Mathematical Methods in the Applied Sciences, Volume 48, Issue 6, Page 6425-6446, April 2025.ABSTRACT The well‐posedness results for mild solutions to the fractional neutral stochastic differential system with Rosenblatt process with Hurst index Ĥ∈12,1$$ \hat{H}\in \left(\frac{1}{2},1\right) $$ is discussed in this article. To demonstrate the results, the concept of bounded integral contractors is combined with the stochastic result and ...
Dimplekumar N. Chalishajar +3 more
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Categorical characterizations of operator-valued measures [PDF]
Electronic Proceedings in Theoretical Computer Science, 2014 The most general type of measurement in quantum physics is modeled by a positive operator-valued measure (POVM). Mathematically, a POVM is a generalization of a measure, whose values are not real numbers, but positive operators on a Hilbert space.
Frank Roumen
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Quasi-multipliers of Hilbert and Banach C*-bimodules
, 2010 Quasi-multipliers for a Hilbert C*-bimodule V were introduced by Brown, Mingo and Shen 1994 as a certain subset of the Banach bidual module V**. We give another (equivalent) definition of quasi-multipliers for Hilbert C*-bimodules using the centralizer ...
Pavlov, Alexander +2 more
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