Results 111 to 120 of about 2,694 (314)
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
Formality properties of finitely generated groups and Lie algebras [PDF]
, 2019 Alexander I. Suciu, He Wang
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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
Horizontally Affine Functions on Step-2 Carnot Algebras. [PDF]
J Geom Anal, 2023 Le Donne E, Morbidelli D, Rigot S.
europepmc +1 more source
Flat Lie groups, Frobenius Lie algebras and étale prehomogeneous vector spaces for reductive Lie groups [PDF]
, 2018 Xiaomei Yang, Fuhai Zhu
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Cohomology of homomorphisms of Lie algebras and Lie groups [PDF]
Pacific Journal of Mathematics, 1977 openaire +3 more sources
Degenerations of Lie algebras and geometry of Lie groups
Differential Geometry and its Applications, 2003 Consider the algebraic subset \({\mathcal L}\subset\bigwedge^{2}\mathfrak{g}^\ast\otimes\mathfrak{g}= \mathbb{R}^{(n^3-n^2)/2}\) of all Lie brackets on a fixed real \(n\)-dimensional vector space \(\mathfrak{g}\). Each \(\mu\in{\mathcal L}\) defines a connected and simply connected Lie group \(G_\mu\) endowed with the left invariant Riemannian metric ...
openaire +1 more source
Metroeconomica, EarlyView.ABSTRACT This paper examines the complex relationship between government debt and income distribution within a post‐Keynesian framework. Extending the model of You and Dutt (1996), we model both capitalists and workers as holders of government bonds, enabling a more nuanced analysis of income distribution dynamics.
Hagen M. Krämer +2 more
wiley +1 more source
Can we repudiate ontology altogether?
Noûs, EarlyView.Abstract Ontological nihilists repudiate ontology altogether, maintaining that ontological structure is an unnecessary addition to our theorizing. Recent defenses of the view involve a sophisticated combination of highly expressive but ontologically innocent languages combined with a metaphysics of features—non‐objectual, complete but modifiable states
Christopher J. Masterman
wiley +1 more source
Algebraic Schouten Solitons of Three-Dimensional Lorentzian Lie Groups [PDF]
, 2022 Siyao Liu, Yong Wang
openalex +1 more source