Results 21 to 30 of about 1,774 (96)
Complete partial metric spaces have partially metrizable computational models [PDF]
International Journal of Computer Mathematics, 2012 The authors acknowledge the support of the Spanish Ministry of Science and Innovation, under grant MTM2009-12872-C02-01.
Romaguera Bonilla, Salvador +2 more
openaire +2 more sources
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
Bornoligies, Topological Games and Function Spaces [PDF]
, 2014 In this paper, we continue the study of function spaces equipped with topologies of (strong) uniform convergence on bornologies initiated by Beer and Levi \cite{beer-levi:09}.
Artur, H. Tomita, Jiling Cao
core
Simultaneous metrizability of coarse spaces
, 2011 A metric space can be naturally endowed with both a topology and a coarse structure. We examine the converse to this. Given a topology and a coarse structure we give necessary and sufficient conditions for the existence of a metric giving rise to both of
Wright, Nick
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
Metrizable universal minimal flows of Polish groups have a comeagre orbit
, 2017 We prove that, whenever $G$ is a Polish group with metrizable universal minimal flow $M(G)$, there exists a comeagre orbit in $M(G)$. It then follows that there exists an extremely amenable, closed, coprecompact $G^*$ of $G$ such that $M(G) = \hat{G/G^*}$
Melleray, Julien +2 more
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Efficiency in Pure‐Exchange Economies With Risk‐Averse Monetary Utilities
Mathematical Finance, EarlyView.ABSTRACT We study Pareto efficiency in a pure‐exchange economy where agents' preferences are represented by risk‐averse monetary utilities. These coincide with law‐invariant monetary utilities, and they can be shown to correspond to the class of monotone, (quasi‐)concave, Schur concave, and translation‐invariant utility functionals. This covers a large
Mario Ghossoub, Michael B. Zhu
wiley +1 more source
Continuous images of Cantor's ternary set
, 2013 The Hausdorff-Alexandroff Theorem states that any compact metric space is the continuous image of Cantor's ternary set $C$. It is well known that there are compact Hausdorff spaces of cardinality equal to that of $C$ that are not continuous images of ...
Dreher, Fabian, Samuel, Tony
core +1 more source
Remarks on metrizability and generalized metric spaces
Topology and its Applications, 1999 Professor Nagata's remarks and reviews on metrization are always worth close scrutiny by anyone interested in topology. The two main results of the paper under review are: Theorem 1. A regular space \(X\) is metrizable iff it has a \(\sigma\)-closure-preserving \(k\)-network \(\bigcup{\mathcal F}_n\) such that each \({\mathcal F}_n\) is pseudo-interior-
openaire +3 more sources
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