Results 111 to 120 of about 85,344 (218)
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
Robust Bernoulli Mixture Models for Credit Portfolio Risk
Mathematical Finance, EarlyView.ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley +1 more source
Poisson structures on cotangent bundles
International Journal of Mathematics and Mathematical Sciences, 2003 We make a study of Poisson structures of T∗M which are graded structures when restricted to the fiberwise polynomial algebra and we give examples.
Gabriel Mitric
doaj +1 more source
Lambda models from Chern-Simons theories
Journal of High Energy Physics, 2018 In this paper we refine and extend the results of [1], where a connection between the AdS 5 × S 5 superstring lambda model on S 1 = ∂D and a double Chern-Simons (CS) theory on D based on the Lie superalgebra p s u $$ \mathfrak{p}\mathfrak{s}\mathfrak{u} $
David M. Schmidtt
doaj +1 more source
Algebras of Jordan brackets and generalized Poisson algebras [PDF]
Linear and Multilinear Algebra, 2016 We construct a basis of free unital generalized Poisson superalgebras and a basis of free unital superalgebras of Jordan brackets. Also, we prove the analogue of Farkas' Theorem for PI unital generalized Poisson algebras and PI unital algebras of Jordan brackets.
openaire +2 more sources
Tariff: The Most Beautiful Word in the Dictionary?
Review of International Economics, EarlyView.ABSTRACT We consider the welfare impacts of US tariff policy at levels proposed by President Donald J. Trump. General‐equilibrium simulations under a widely used transparent one‐sector trade model reveal sizable US welfare losses. When we extend the model to include bilateral firm selection and high resolution input–output linkages, the US losses ...
Edward J. Balistreri +2 more
wiley +1 more source
On Leibniz-Poisson special polynomial identities
Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2014 In this paper we study Leibniz-Poisson algebras satisfying polynomial identities. We study Leibniz-Poisson special and Leibniz-Poisson extended special polynomials.
Sergey M Ratseev, Olga I Cherevatenko
doaj +1 more source
Reversal of economic integration: evidence from European Union enlargement
The Scandinavian Journal of Economics, EarlyView.Abstract Empirical models of trade agreements implicitly assume that withdrawal from a trade agreement has an equal and opposite trade effect as accession (i.e., symmetry). With increasing opposition to international economic cooperation, it becomes urgent to test this assumption.
Hinnerk Gnutzmann +2 more
wiley +1 more source
Poisson-Lie Odd Bracket on Grassmann Algebra
Symmetry, Integrability and Geometry: Methods and Applications, 2006 This paper was withdrawn by the editors of SIGMA as it essentially coincides with Phys. Lett. B 451 (1999), no. 3-4, 349-353.
Vyacheslav A. Soroka, Dmitrij V. Soroka
doaj
Asymptotic symmetries of colored gravity in three dimensions
Journal of High Energy Physics, 2018 Three-dimensional colored gravity refers to nonabelian isospin extension of Einstein gravity. We investigate the asymptotic symmetry algebra of the SU(N)-colored gravity in (2+1)-dimensional anti-de Sitter spacetime. Formulated by the Chern-Simons theory
Euihun Joung +3 more
doaj +1 more source