Results 51 to 60 of about 15,759 (147)
A Note on Local Polynomial Regression for Time Series in Banach Spaces
Journal of Time Series Analysis, EarlyView.ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley +1 more source
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 +3 more
wiley +1 more source
Twisted Chiral Algebras of Class S and Mixed Feigin-Frenkel Gluing. [PDF]
Commun Math Phys, 2023 Beem C, Nair S.
europepmc +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
Robust Bernoulli Mixture Models for Credit Portfolio Risk
Mathematical Finance, EarlyView.ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley +1 more source
, 2013 Over an algebraically closed fields, an alternative to the method due to Kostrikin and Shafarevich was recently suggested. It produces all known simple finite dimensional Lie algebras in characteristic p>2.
Bouarroudj, Sofiane +4 more
core
Aggregation and the Structure of Value
Noûs, EarlyView.ABSTRACT Roughly, the view I call “Additivism” sums up value across time and people. Given some standard assumptions, I show that Additivism follows from two principles. The first says that how lives align in time cannot, in itself, matter. The second says, roughly, that a world cannot be better unless it is better within some period or another.
Weng Kin San
wiley +1 more source
Beyond Substitution—An Antipositionalist's Guide to Subtraction—
Philosophy and Phenomenological Research, EarlyView.ABSTRACT Existing accounts of relations do not properly account for variably polyadic relations: they fail to capture the relationship between completions of the same relation by different numbers of relata. This paper develops a fully general account of such relations by adding an operation of subtraction to the antipositionalist theory of relations ...
Jon Erling Litland
wiley +1 more source
Renaissance Studies, EarlyView.ABSTRACT This article contributes to the history of material culture and intellectual biography by definitively identifying the Paduan scholar Matteo Macigni (ca. 1510–1582) as the author of the annotations found in a 1535 copy of Albrecht Dürer’s Institutionum geometricarum currently preserved in Vicenza.
Laura Moretti
wiley +1 more source
Gesturing While Writing: An Alternate Perspective on Mimetic Prosody
Critical Quarterly, EarlyView.
Paul Magee
wiley +1 more source