Results 161 to 170 of about 896,445 (279)
Mathematical Finance, EarlyView.ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer +2 more
wiley +1 more source
On De Giorgi's conjecture of nonlocal approximations for free-discontinuity problems: The symmetric gradient case. [PDF]
Calc Var Partial Differ EquAlmi S, Davoli E, Kubin A, Tasso E.
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
Some Results on Cumulative Residual Inaccuracy Measure of k-Record Values. [PDF]
Entropy (Basel)Goel R, Kumar V, Vehale S, Scott TC.
europepmc +1 more source
A Model of Strategic Sustainable Investment
Mathematical Finance, EarlyView.ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis +2 more
wiley +1 more source
User-Centric Cell-Free Massive Multiple-Input-Multiple-Output System with Noisy Channel Gain Estimation and Line of Sight: A Beckmann Distribution Approach. [PDF]
Entropy (Basel)Almeida DBT +4 more
europepmc +1 more source
Maternal &Child Nutrition, EarlyView.Vitamin A supplementation (VAS) coverage in Ethiopia remains low (21%), with substantial inequities favoring wealthier, urban, and agrarian households, and missed opportunities to integrate VAS with health services like measles vaccination. Improving coverage, equity, and resilience requires expanding access, tailoring delivery approaches, and ...
Tsedey Moges +16 more
wiley +1 more source
Novel extensions of k-harmonically convex functions and their applications in information science. [PDF]
PLoS OneFahad A, Furuichi S, Ali Z, Wang Y.
europepmc +1 more source
Jensen's inequality for a convex vector-valued function on an infinite-dimensional space
, 1974 M. Perlman, M. Perlman
semanticscholar +1 more source
Nutrition Bulletin, EarlyView.ABSTRACT Food insecurity is frequently reported among families of children with autism spectrum conditions (ASC), yet there is limited evidence synthesising its prevalence and impact. This systematic review aimed to examine and meta‐analyse the existing literature on food insecurity in families of children and young people with ASC.
Emma Tuschick +4 more
wiley +1 more source