Results 61 to 70 of about 1,961,324 (211)
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
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
fKenzo: A user interface for computations in Algebraic Topology [PDF]
, 2011 fKenzo (= friendly Kenzo) is a graphical user interface providing a user-friendly front-end for the Kenzo system, a Common Lisp program devoted to Algebraic Topology.
Pascual, V. [0000-0003-3576-0889] +11 more
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
, 2002 Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Mathematics, 2002.Includes bibliographical references (p. 239-240).Enumerative geometry of algebraic varieties is a fascinating field of mathematics that dates back to the nineteenth ...
Zinger, Aleksey, 1975-
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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
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Vector: The Journal of Engineering, Volume 2027, Issue 1, January/December 2027.Modelling relay coordination problem via sinusoidal, quadratic or polynomial penalty functions; metaheuristic penalty based‐discrete particle swarm optimization covering both time and instantaneous overcurrent units; dedicated program developed in C++ programming language to a real equivalent circuit.
Arthur Gomes de Souza +1 more
wiley +1 more source
Algebraic Topology Expect Becomes Aggie
, 1955 Photograph used for a story in the Oklahoma Times newspaper. Caption: "Dr. Wayne Johnson, left, head of the Oklahoma A & M college mathematics department, checks some new ideas in mathematics with Dr. S. D.
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Stability of Viscous Three‐Dimensional Stratified Couette Flow via Dispersion and Mixing
Communications on Pure and Applied Mathematics, Volume 79, Issue 12, Page 2435-2490, December 2026.ABSTRACT This article explores the stability of stratified Couette flow in the viscous 3d$3d$ Boussinesq equations. In this system, mixing effects arise from the shearing background, and gravity acts as a restoring force leading to dispersive internal gravity waves.
Michele Coti Zelati +2 more
wiley +1 more source