Results 61 to 70 of about 1,693,281 (169)
A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces
International Statistical Review, EarlyView.Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri +3 more
wiley +1 more source
Weyl groups and elliptic solutions of the WDVV equations [PDF]
, 2010 A functional ansatz is developed which gives certain elliptic solutions of the Witten-Dijkgraaf-Verlinde-Verlinde (or WDVV) equations. This ansatz is based on the elliptic trilogarithm function introduced by Beilinson and Levin. For this to be a solution
Ian A. B. Strachan +2 more
core +1 more source
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
Developing Learning Trajectory For Enhancing Students’ Relational Thinking [PDF]
, 2011 Algebra is part of Mathematics learning in Indonesian curriculum. It takes one half of the teaching hours in senior high school, and one third in junior high school.
Max , Stephens, Dian , Armanto
core
Algebraic topology: a first course
, 1995 To the Teacher. This book is designed to introduce a student to some of the important ideas of algebraic topology by emphasizing the re lations of these ideas with other areas of mathematics.
William Fulton, Fulton, William
core +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
, 2018 This book presents the first concepts of the topics in algebraic topology such as the general simplicial complexes, simplicial homology theory, fundamental groups, covering spaces and singular homology theory in greater detail.
Satya Deo, Deo, Satya
core +1 more source
Mathematical Finance, EarlyView.ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley +1 more source
Risk Measure Duality Without Structure
Mathematical Finance, EarlyView.ABSTRACT We study risk measures on vector spaces of random variables which a priori have little structure, such as spaces lacking law invariance or a lattice structure. Ensuring the existence of a tractable dual representation (one which does not contain non‐sigma‐additive measures) is one of the main problems in risk measure theory, and we address it ...
Vasily Melnikov
wiley +1 more source
On computing local monodromy and the numerical local irreducible decomposition
Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.Abstract Similarly to the global case, the local structure of a holomorphic subvariety at a given point is described by its local irreducible decomposition. Geometrically, the key requirement for obtaining a local irreducible decomposition is to compute the local monodromy action of a generic linear projection at the given point, which is always well ...
Parker B. Edwards +1 more
wiley +1 more source