Results 201 to 210 of about 20,082 (312)
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 solving split mixed equilibrium problems and fixed point problems of hybrid-type multivalued mappings in Hilbert spaces. [PDF]
J Inequal Appl, 2017 Onjai-Uea N, Phuengrattana W.
europepmc +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 +2 more
wiley +1 more source
Optimal Convergence Rates Results for Linear Inverse Problems in Hilbert Spaces. [PDF]
Numer Funct Anal Optim, 2016 Albani V +3 more
europepmc +1 more source
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
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
Climate change and crop resilience: harnessing metabolomics for predicting stress tolerance
New Phytologist, EarlyView.Summarised methodology for metabolite biomarker discovery and genomic targets selection for those metabolites to predict high‐throughput phenotypic and agronomic traits of interest for direct uptake in breeding programmes. Summary Global warming is driving climate change to levels not experienced since the advent of agriculture, primarily due to ...
Agyeya Pratap +3 more
wiley +1 more source
The Mathematical History Behind the Granger–Johansen Representation Theorem
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley +1 more source
Plant Biotechnology Journal, EarlyView.ABSTRACT Salinity is a major threat to global agricultural productivity of staple crops such as wheat. Although microbial‐based solutions hold promise for alleviating salinity stress, practical implementation is hindered by insufficient mechanistic characterization of bioinoculants and their interactions with plants.
Cheng‐Wei Qiu +6 more
wiley +1 more source
Quadratic Subproduct Systems, Free Products, and Their C*-Algebras. [PDF]
Integr Equ Oper TheoryArici F, Ge Y.
europepmc +1 more source