Results 171 to 180 of about 137,800 (236)
Spectral properties of rational matrix functions with nonnegative realizations
, 1998 K.-H. Förster, B. Nagy
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Bounds and inequalities for the Perron root of a nonnegative matrix. III. Bounds dependent on simple paths and circuits [PDF]
, 2006 L. Yu. Kolotilina
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Language Learning, EarlyView.Abstract This study investigates how distributional cues are integrated into the mental representation of the as‐predicative construction by English native and nonnative speakers, drawing on associative learning theory. We examined speakers’ constructional retrieval when given a verbal cue (Experiment 1) and their verb retrieval when given a ...
Ivana Domazetoska, Helen Zhao
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A note on the coefficient of ergodicity of a column-allowable nonnegative matrix
, 1995 Marc Artzrouni, Xuefeng Li
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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
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Combinatorial Properties of Nonnegative Matrix Pairs and Behavior of 2D Systems
, 1995 Ettore Fornasini, Maria Elena Valcher
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Pattern Expression Nonnegative Matrix Factorization: Algorithm and Applications to Blind Source Separation [PDF]
, 2008 Junying Zhang +4 more
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A Pure Dual Approach for Hedging Bermudan Options
Mathematical Finance, EarlyView.ABSTRACT This paper develops a new dual approach to compute the hedging portfolio of a Bermudan option and its initial value. It gives a “purely dual” algorithm following the spirit of Rogers in the sense that it only relies on the dual pricing formula.
Aurélien Alfonsi +2 more
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Nonnegative-definite and positive-definite solutions to the matrix equationAXA∗=B – revisited
, 2000 Jürgen Groß
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Optimal Liquidation With Signals: The General Propagator Case
Mathematical Finance, EarlyView.ABSTRACT We consider a class of optimal liquidation problems where the agent's transactions create transient price impact driven by a Volterra‐type propagator along with temporary price impact. We formulate these problems as maximization of a revenue‐risk functionals, where the agent also exploits available information on a progressively measurable ...
Eduardo Abi Jaber, Eyal Neuman
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