Results 101 to 110 of about 40,316 (199)
A Pure Dual Approach for Hedging Bermudan Options
Mathematical Finance, Volume 35, Issue 4, Page 745-759, October 2025.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
wiley +1 more source
A Norm Compression Inequality for Block Partitioned Positive Semidefinite Matrices
, 2005 Koenraad M. R. Audenaert
openalex +3 more sources
Some inequalities for unitarily invariant norms of matrices
Journal of Inequalities and Applications, 2011 This article aims to discuss inequalities involving unitarily invariant norms. We obtain a refinement of the inequality shown by Zhan. Meanwhile, we give an improvement of the inequality presented by Bhatia and Kittaneh for the Hilbert-Schmidt norm ...
Wang Shaoheng, Zou Limin, Jiang Youyi
doaj
Enhanced Young-type inequalities utilizing Kantorovich approach for semidefinite matrices
Open MathematicsThis article introduces new Young-type inequalities, leveraging the Kantorovich constant, by refining the original inequality. In addition, we present a range of norm-based inequalities applicable to positive semidefinite matrices, such as the Hilbert ...
Bani-Ahmad Feras +1 more
doaj +1 more source
A Generalized HSS Iteration Method for Continuous Sylvester Equations
Journal of Applied Mathematics, 2014 Based on the Hermitian and skew-Hermitian splitting (HSS) iteration technique, we establish a generalized HSS (GHSS) iteration method for solving large sparse continuous Sylvester equations with non-Hermitian and positive definite/semidefinite matrices ...
Xu Li +3 more
doaj +1 more source
Property (T) for groups acting on affine buildings
Bulletin of the London Mathematical Society, Volume 57, Issue 10, Page 3151-3162, October 2025.Abstract We prove that a group acting geometrically on a thick affine building has property (T). A more general criterion for property (T) is given for groups acting on partite complexes.
Izhar Oppenheim
wiley +1 more source
Completely positive map from M4(C) to M5(C) on positive semidefinite Matrices
, 2022 Winda C. Akatch +2 more
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On vector configurations that can be realized in the cone of positive matrices
, 2010 Let $v_1$,..., $v_n$ be $n$ vectors in an inner product space. Can we find a natural number $d$ and positive (semidefinite) complex matrices $A_1$,..., $A_n$ of size $d \times d$ such that ${\rm Tr}(A_kA_l)= $ for all $k,l=1,..., n$? For such matrices to
Frenkel, Péter E., Weiner, Mihály
core
Moments, sums of squares, and tropicalization
Journal of the London Mathematical Society, Volume 112, Issue 4, October 2025.Abstract We use tropicalization to study the duals to cones of nonnegative polynomials and sums of squares on a semialgebraic set S$S$. The truncated cones of moments of measures supported on the set S$S$ are dual to nonnegative polynomials on S$S$, while “pseudomoments” are dual to sums of squares approximations to nonnegative polynomials.
Grigoriy Blekherman +4 more
wiley +1 more source