Results 301 to 310 of about 1,705,638 (353)

The fundamental theorem of asset pricing with and without transaction costs

open access: yesMathematical 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

Fusion 3-Categories for Duality Defects. [PDF]

open access: yesCommun Math Phys
Bhardwaj L   +3 more
europepmc   +1 more source

Comments on Global Symmetries and Anomalies of 5d SCFTs. [PDF]

open access: yesCommun Math Phys
Benetti Genolini P, Tizzano L.
europepmc   +1 more source

Lie Algebras and Lie Algebra Representations

, 2017
In this chapter, we will introduce Lie algebras and Lie algebra representations, which provide a tractable linear construction that captures much of the behavior of Lie groups and Lie group representations.
P. Woit
semanticscholar   +3 more sources

-(bi)derivations and transposed Poisson algebra structures on Lie algebras

Linear and multilinear algebra, 2021
In the present paper, we introduce the notion of a δ-biderivation. First, we provide some properties of δ-biderivations and illustrate their applications.
Lamei Yuan, Q. Hua
semanticscholar   +1 more source

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