Results 51 to 60 of about 532 (159)

Regulating Over‐the‐Counter Markets

The Journal of Finance, Volume 80, Issue 4, Page 1929-1962, August 2025.
ABSTRACT Over‐the‐counter (OTC) trading thrives despite competition from exchanges. We let OTC dealers cream skim from exchanges in an otherwise standard Glosten and Milgrom framework. Restricting the dealer's ability to cream skim induces “cheap substitution”: some traders exit while others with larger gains from trade enter.
TOMY LEE, CHAOJUN WANG
wiley   +1 more source

A well‐posed variational approach to the identification and convergent approximation of material laws from boundary data

ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, Volume 105, Issue 7, July 2025.
Abstract We formulate the problem of material identification as a problem of optimal control in which the deformation of the specimen is the state variable and the unknown material law is the control variable. We assume that the material obeys finite elasticity and that the deformation of the specimen is in static equilibrium with prescribed boundary ...
Sergio Conti, Michael Ortiz
wiley   +1 more source

On discrete quasiconvexity concepts for single variable scalar functions

, 2008
The aim of this paper is to propose quasiconvexity concepts for discrete single variable functions and state some related optimality conditions. Four classes of discrete quasiconvex single variable functions are introduced, compared and characterized ...
Riccardo Cambini, RICCARDI, Rossana, Rossana Riccardi, CAMBINI R, Cambini R., CAMBINI, RICCARDO   +5 more
core   +1 more source

Duality Theorems for Quasiconvex Programming with a Reverse Quasiconvex Constraint

Taiwanese Journal of Mathematics, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +3 more sources

Quantitative Fundamental Theorem of Asset Pricing

Mathematical Finance, Volume 35, Issue 3, Page 636-660, July 2025.
ABSTRACT In this paper, we provide a quantitative analysis of the concept of arbitrage, that allows us to deal with model uncertainty without imposing the no‐arbitrage condition. In markets that admit “small arbitrage,” we can still make sense of the problems of pricing and hedging.
Beatrice Acciaio, Julio Backhoff‐Veraguas, Gudmund Pammer   +2 more
wiley   +1 more source

Approximate Convexity of Set-Valued Mappings and Variational Inequalities

Mathematics
In this article, we introduce the notion of approximate convexity for set-valued mappings, specifically in the forms of approximate pseudoconvexity and approximate quasiconvexity.
Dalal Alhwikem
doaj   +1 more source

Subgroups of word hyperbolic groups in dimension 2 over arbitrary rings

Journal of the London Mathematical Society, Volume 112, Issue 1, July 2025.
Abstract In 1996, Gersten proved that finitely presented subgroups of a word hyperbolic group of integral cohomological dimension 2 are hyperbolic. We use isoperimetric functions over arbitrary rings to extend this result to any ring. In particular, we study the discrete isoperimetric function and show that its linearity is equivalent to hyperbolicity,
Shaked Bader, Robert Kropholler, Vladimir Vankov   +2 more
wiley   +1 more source

Automatic quasiconvexity of homogeneous isotropic rank-one convex integrands

, 2021
We consider the class of non-negative rank-one convex isotropic integrands on $\mathbb{R}^{n\times n}$ which are also positively $p$-homogeneous.
Kristensen, Jan, Guerra, André
core   +1 more source

Quasiconvex Functions and Hessian Equations [PDF]

Archive for Rational Mechanics and Analysis, 2003
Let \(S^{n\times n}\) denote the set of symmetric matrices. A continuous function \(f:S^{n\times n}\rightarrow\mathbb{R}\) is said to be quasiconvex (according to \textit{C. B. Morrey jun.} [Pac. J. Math. 2, 25--53 (1952; Zbl 0046.10803)]) if for any \(A\in S^{n\times n}\) and any smooth compactly supported function \(\varphi:\Omega\rightarrow\mathbb{R}
Faraco, Daniel, Zhong, Xiao
openaire   +2 more sources

Anticomonotonicity for preference axioms: The natural counterpart to comonotonicity

Theoretical Economics, Volume 20, Issue 3, Page 831-855, July 2025.
Comonotonicity (same variation) of random variables minimizes hedging possibilities and has been widely used, e.g., in Gilboa and Schmeidler's ambiguity models. This paper investigates anticomonotonicity (opposite variation (AC)), the natural counterpart to comonotonicity. It minimizes leveraging rather than hedging possibilities.
Giulio Principi, Peter P. Wakker, Ruodu Wang   +2 more
wiley   +1 more source