Results 171 to 180 of about 4,792,820 (293)

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

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

A Hilbert Space Problem Book

, 1967
P. Halmos
semanticscholar   +1 more source

The Subgradient Extragradient Method for Solving Variational Inequalities in Hilbert Space

Journal of Optimization Theory and Applications, 2011
Y. Censor, A. Gibali, S. Reich
semanticscholar   +1 more source

Symmetry lost: A modal ontological argument for atheism?

Noûs, EarlyView.
Abstract The modal ontological argument for God's existence faces a symmetry problem: a seemingly equally plausible reverse modal ontological argument can be given for God's nonexistence. Here, we argue that there are significant asymmetries between the modal ontological argument and its reverse that render the latter more compelling than the former ...
Peter Fritz, Tien‐Chun Lo, Joseph C. Schmid   +2 more
wiley   +1 more source

Exploring novel semi-inner product reproducing Kernels in Banach space for robust Kernel methods. [PDF]

PLoS One
Ding Y, Zhao Y, Pei Y.
europepmc   +1 more source

On majorization, factorization, and range inclusion of operators on Hilbert space

, 1966
R. Douglas
semanticscholar   +1 more source

Structure and Computation

Noûs, EarlyView.
ABSTRACT It is a truism of mathematics that differences between isomorphic number systems are irrelevant to arithmetic. This truism is deeply rooted in the modern axiomatic method and underlies most strands of arithmetical structuralism, the view that arithmetic is about some abstract number structure.
Balthasar Grabmayr
wiley   +1 more source

Matrix Quantum Mechanics and Entanglement Entropy: A Review. [PDF]

Entropy (Basel)
Fliss JR, Frenkel A.
europepmc   +1 more source

Why Are All the Sets All the Sets?

Noûs, EarlyView.
ABSTRACT Necessitists about set theory think that the pure sets exists, and are the way they are, as a matter of necessity. They cannot explain why the sets (de rebus) are all the sets. This constitutes the Ur‐Objection against necessitism; it is the primary motivation cited by potentialists about set theory.
Tim Button
wiley   +1 more source