Results 71 to 80 of about 42,522 (193)
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
Aggregation and the Structure of Value
Noûs, EarlyView.ABSTRACT Roughly, the view I call “Additivism” sums up value across time and people. Given some standard assumptions, I show that Additivism follows from two principles. The first says that how lives align in time cannot, in itself, matter. The second says, roughly, that a world cannot be better unless it is better within some period or another.
Weng Kin San
wiley +1 more source
Is A Little Learning Dangerous?
Noûs, EarlyView.ABSTRACT I argue that a little learning is often dangerous even for ideal reasoners who are operating in extremely simple scenarios and know all the relevant facts about how the evidence is generated. More precisely, I show that, on many plausible ways of assigning value to a credence in a hypothesis H, ideal Bayesians should sometimes expect other ...
Bernhard Salow
wiley +1 more source
The Mathematical History Behind the Granger–Johansen Representation Theorem
Oxford Bulletin of Economics and Statistics, EarlyView.ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley +1 more source
The Eisenstein ideal at prime-square level has constant rank. [PDF]
Proc Natl Acad Sci U S ALang J, Wake P.
europepmc +1 more source
Quantum Grothendieck rings as quantum cluster algebras. [PDF]
J Lond Math Soc, 2021 Bittmann L.
europepmc +1 more source
A Contextual Accuracy Dominance Argument for Probabilism
Philosophy and Phenomenological Research, EarlyView.ABSTRACT A central motivation for Probabilism—the principle of rationality that requires one to have credences that satisfy the axioms of probability—is the accuracy dominance argument: one should not have accuracy dominated credences, and one avoids accuracy dominance just in case one satisfies Probabilism.
Mikayla Kelley
wiley +1 more source
On <i>t</i>-derivations of PMS-algebras. [PDF]
F1000ResMelese Kassahun N +3 more
europepmc +1 more source
Bounds for Coding Theory over Rings. [PDF]
Entropy (Basel), 2022 Gassner N +3 more
europepmc +1 more source
Derived equivalences of triangular matrix rings arising from extensions of tilting modules
, 2011 Ladkani, S.
core +1 more source