Results 41 to 50 of about 123,886 (231)
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
On the Adams Spectral Sequence for R-modules
, 2001 We discuss the Adams Spectral Sequence for R-modules based on commutative localized regular quotient ring spectra over a commutative S-algebra R in the sense of Elmendorf, Kriz, Mandell, May and Strickland.
Andrew Baker +14 more
core +3 more sources
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
Upper Comonotonicity and Risk Aggregation Under Dependence Uncertainty
Mathematical Finance, EarlyView.ABSTRACT In this paper, we study dependence uncertainty and the resulting effects on tail risk measures, which play a fundamental role in modern risk management. We introduce the notion of a regular dependence measure, defined on multimarginal couplings, as a generalization of well‐known correlation statistics such as the Pearson correlation. The first
Corrado De Vecchi +2 more
wiley +1 more source
Personnel Psychology, EarlyView.ABSTRACT Research on social networks and networking has generated critical insights for theories and practices about social action in the work context. These insights mostly derive from two theoretical perspectives: one focuses on the network structures that influence individual actions and outcomes, and the other examines the behaviors that people ...
Stefano Tasselli +3 more
wiley +1 more source
, 2003 Crystallography has proven a rich source of ideas over several centuries. Among the many ways of looking at space groups, N. David Mermin has pioneered the Fourier-space approach.
Fisher, Benji N. +2 more
core
Risk Analysis, EarlyView.ABSTRACT In absence of sufficient data, structured expert judgment is a suitable method to estimate uncertain quantities. While such methods are well established for individual variables, eliciting their dependence in a structured manner is a less explored field of research.
Guus Rongen +3 more
wiley +1 more source
Existence and orthogonality of stable envelopes for bow varieties
Bulletin of the London Mathematical Society, EarlyView.Abstract Stable envelopes, introduced by Maulik and Okounkov, provide a family of bases for the equivariant cohomology of symplectic resolutions. They are part of a fascinating interplay between geometry, combinatorics and integrable systems. In this expository article, we give a self‐contained introduction to cohomological stable envelopes of type A$A$
Catharina Stroppel, Till Wehrhan
wiley +1 more source
Compactifications of strata of differentials
Bulletin of the London Mathematical Society, EarlyView.Abstract In this informal expository note, we quickly introduce and survey compactifications of strata of holomorphic 1‐forms on Riemann surfaces, that is, spaces of translation surfaces. In the last decade, several of these have been constructed, studied, and successfully applied to problems.
Benjamin Dozier
wiley +1 more source
The Influence of Solomon Lefschetz in Geometry and Topology
, 2014 LaTeX, 15 ...
Francisco J. Turrubiates +3 more
openaire +4 more sources