Results 121 to 130 of about 23,253 (274)
Tackling nonlinear price impact with linear strategies
Mathematical Finance, Volume 35, Issue 2, Page 422-440, April 2025.Abstract Empirical studies in various contexts find that the price impact of large trades approximately follows a power law with exponent between 0.4 and 0.7. Yet, tractable formulas for the portfolios that trade off predictive trading signals, risk, and trading costs in an optimal manner are only available for quadratic costs corresponding to linear ...
Xavier Brokmann +3 more
wiley +1 more source
Existence and stability of traveling waves for a competitive-cooperative recursion system
Electronic Journal of Differential Equations, 2020 This article concerns the existence and global stability of bistable traveling waves for a competitive-cooperative recursion system. We first show that the spatially homogeneous system associated with the competitive-cooperative recursion system
Xiongxiong Bao, Ting Li
doaj
Proceedings of the National Academy of Sciences, 1968 Eilenberg, S., Elgot, C. C.
openaire +3 more sources
The fundamental theorem of asset pricing with and without transaction costs
Mathematical Finance, Volume 35, Issue 2, Page 567-609, April 2025.Abstract We prove a version of the fundamental theorem of asset pricing (FTAP) in continuous time that is based on the strict no‐arbitrage condition and that is applicable to both frictionless markets and markets with proportional transaction costs. We consider a market with a single risky asset whose ask price process is higher than or equal to its ...
Christoph Kühn
wiley +1 more source
Categorical comprehensions and recursion
, 2016 A new categorical setting is defined in order to characterize the subrecursive classes belonging to complexity hierarchies. This is achieved by means of coercion functors over a symmetric monoidal category endowed with certain recursion schemes that ...
Díaz Boils, Joaquín
core +1 more source
Noûs, EarlyView.ABSTRACT It is a truism of mathematics that differences between isomorphic number systems are irrelevant to arithmetic. This truism is deeply rooted in the modern axiomatic method and underlies most strands of arithmetical structuralism, the view that arithmetic is about some abstract number structure.
Balthasar Grabmayr
wiley +1 more source
, 2002 We introduce a variant of Spector's bar recursion (called "modified bar recursion'') in finite types to give a realizability interpretation of the classical axiom of countable choice allowing for the extraction of witnesses from proofs of Sigma_1 ...
Oliva, Paulo B., Berger, Ulrich
core
What is Radical Recursion? [PDF]
, 2004 Recursion or self-reference is a key feature of contemporary research and writing in semiotics. The paper begins by focusing on the role of recursion in poststructuralism.
Rosen, Steven M.
core
Why Are All the Sets All the Sets?
Noûs, EarlyView.ABSTRACT Necessitists about set theory think that the pure sets exists, and are the way they are, as a matter of necessity. They cannot explain why the sets (de rebus) are all the sets. This constitutes the Ur‐Objection against necessitism; it is the primary motivation cited by potentialists about set theory.
Tim Button
wiley +1 more source
, 2017 Since their inception, the Perspectives in Logic and Lecture Notes in Logic series have published seminal works by leading logicians. Many of the original books in the series have been unavailable for years, but they are now in print once again.
Gerald E. Sacks
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