Results 231 to 240 of about 1,737,526 (356)

Some modules over Lie algebras related to the Virasoro algebra [PDF]

, 2019
Guo‐Bo Chen, Jianzhi Han, Yucai Su
openalex   +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

Highest-Weight Vectors and Three-Point Functions in GKO Coset Decomposition. [PDF]

Commun Math Phys
Bershtein M, Feigin B, Trufanov A.
europepmc   +1 more source

Continuous family of finite-dimensional representations of a solvable Lie algebra arising from singularities.

Proceedings of the National Academy of Sciences of the United States of America, 1983
Stephen S.-T. Yau
semanticscholar   +1 more source

A generalized Abhyankar's conjecture for simple Lie algebras in characteristic $p>5$

, 2020
Shusuke Otabe, Fabio Tonini, Lei Zhang
openalex   +1 more source

Determinantal formulae for the Casimir operators of inhomogeneous Lie algebras [PDF]

, 2006
Rutwig Campoamor-Stursberg
openalex   +1 more source

Macroscopic Market Making Games

Mathematical Finance, EarlyView.
ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley   +1 more source

Geometric and arithmetic characterization of [Formula: see text]-module flatness with applications to tensor products. [PDF]

PLoS One
Tang JG, Lei HR, Liu M, Peng JY.
europepmc   +1 more source

Using Lie algebra for shape estimation of medical snake robots

, 2014
Rangaprasad Arun Srivatsan, Matthew Travers, Howie Choset   +2 more
openalex   +2 more sources

Affine slice for the coadjoint action of a class of biparabolic subalgebras of a semisimple Lie algebra [PDF]

, 2011
Patrice Tauvel, Rupert W. T. Yu
openalex   +1 more source