Results 31 to 40 of about 5,776,228 (320)
Numeraire-Invariant Quadratic Hedging and Mean-Variance Portfolio Allocation
SSRN Electronic Journal, 2021 The paper investigates quadratic hedging in a semimartingale market that does not necessarily contain a risk-free asset. An equivalence result for hedging with and without numeraire change is established. This permits direct computation of the optimal strategy without choosing a reference asset and/or performing a numeraire change.
Aleš Černý +2 more
openaire +6 more sources
Sharp bounds for the Sándor–Yang means in terms of arithmetic and contra-harmonic means
Journal of Inequalities and Applications, 2018 In the article, we provide several sharp upper and lower bounds for two Sándor–Yang means in terms of combinations of arithmetic and contra-harmonic means.
Hui-Zuo Xu, Yu-Ming Chu, Wei-Mao Qian
doaj +1 more source
Comparative Study on Main Crop Yield Separation Methods
应用气象学报, 2020 Crop yield separation is one of the important steps in analyzing the impact of meteorological factors on yield. Statistical rice yield data for 1985-2018 from 24 counties in Jiangsu are used to analyze the rationality of different separation methods. Six
Li Xinyi +4 more
doaj +1 more source
Charitable Hospitals’ Liability for Negligence: Abrogation of the Medical-Administrative Distinction [PDF]
, 1958 A characterization of the distribution of the multivariate quadratic form given by XAX′, where X is a p×n normally distributed matrix and A is an n×n symmetric real matrix, is presented.
Koski, Timo, Ohlson, Martin
core +3 more sources
Explicit solutions of some linear-quadratic mean field games
Networks and Heterogeneous Media, 2012 We consider $N$-person differential games involving linear systems affected by white noise, running cost quadratic in the control and in the displacement of the state from a reference position, and withlong-time-average integral cost functional. We solve
Martino Bardi
doaj +1 more source
Entanglement frustration for Gaussian states on symmetric graphs [PDF]
, 2003 We investigate the entanglement properties of multi-mode Gaussian states, which have some symmetry with respect to the ordering of the modes. We show how the symmetry constraints the entanglement between two modes of the system.
A. Holevo +6 more
core +2 more sources
Improvements of bounds for the Sándor–Yang means
Journal of Inequalities and Applications, 2019 In the article, we provide new bounds for two Sándor–Yang means in terms of the arithmetic and contraharmonic means. Our results are the improvements of the previously known results.
Wei-Mao Qian, Hui-Zuo Xu, Yu-Ming Chu
doaj +1 more source
Jurnal Pengabdian UNDIKMA, 2022 This community service activity aimed to improve students’ ability in solving algebra’s problems in National Science Competition (KSN) in field of mathematics especially in topic of inequalities related to quadratic mean, arithmetic mean, geometrics mean,
Herizal Herizal
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Spin-density-wave transition of (TMTSF)$_2$PF$_6$ at high magnetic fields [PDF]
, 2001 The transverse magnetoresistance of the Bechgaard salt (TMTSF)$_2$PF$_6$ has been measured for various pressures, with the field up to 24 T parallel to the lowest conductivity direction c$^{\ast}$.
A. Bjeliš +21 more
core +3 more sources
Linear‐quadratic mean‐field game for stochastic large‐population systems with jump diffusion
IET Control Theory & Applications, 2020 This study is concerned with linear-quadratic mean-field game problem for a class of stochastic large-population systems with Poisson processes. The control is allowed to enter the jump diffusion terms of the individuals' state equation. By virtue of the
Na Li, Min Li, Zhanghua Wu
semanticscholar +1 more source