Results 131 to 140 of about 83,698 (229)

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

The Natural Components of a Regular Linear System

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT The analysis of a finite‐dimensional regular linear system may be simplified by separating the system into its natural components. The natural components are smaller linear systems on separate subspaces whose dimensions sum to the dimension of the original linear system.
Brendan K. Beare, Phil Howlett
wiley   +1 more source

Least Trimmed Squares: Cointegration and Outliers

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Vanessa Berenguer‐Rico, Bent Nielsen
wiley   +1 more source

A Contextual Accuracy Dominance Argument for Probabilism

Philosophy and Phenomenological Research, EarlyView.
ABSTRACT A central motivation for Probabilism—the principle of rationality that requires one to have credences that satisfy the axioms of probability—is the accuracy dominance argument: one should not have accuracy dominated credences, and one avoids accuracy dominance just in case one satisfies Probabilism.
Mikayla Kelley
wiley   +1 more source

$M$-ideals and quasi-triangular algebras

Illinois Journal of Mathematics, 1987
If \({\mathcal P}\) is a linearly ordered set of projections on a Hilbert space and \({\mathcal K}\) is the ideal of compact operators, then \(\text{Alg}\, {\mathcal P}+{\mathcal K}\) is the quasi-triangular algebra associated with \({\mathcal P}.\) We show that \((\text{Alg}\,{\mathcal P}+{\mathcal K})/\text{Alg}\,{\mathcal P}\) is an M-ideal in ...
openaire   +3 more sources

Reading Dürer in Late Sixteenth‐Century Padua: Matteo Macigni (ca. 1510–1582), His Library and the Annotated Institutionum geometricarum (Paris, 1535)

Renaissance Studies, EarlyView.
ABSTRACT This article contributes to the history of material culture and intellectual biography by definitively identifying the Paduan scholar Matteo Macigni (ca. 1510–1582) as the author of the annotations found in a 1535 copy of Albrecht Dürer’s Institutionum geometricarum currently preserved in Vicenza.
Laura Moretti
wiley   +1 more source

Spatial depth for data in metric spaces

Scandinavian Journal of Statistics, EarlyView.
Abstract We propose a novel measure of statistical depth, the metric spatial depth, for data residing in an arbitrary metric space. The measure assigns high (low) values for points located near (far away from) the bulk of the data distribution, allowing quantifying their centrality/outlyingness.
Joni Virta
wiley   +1 more source

The Impacts of Problem‐Posing Intervention on the Mathematical Proficiency of Undergraduate Developmental Mathematics Students' Developmental Mathematics

School Science and Mathematics, EarlyView.
ABSTRACT This study investigates the impact of problem‐posing on the mathematical proficiency and engagement of 56 Developmental Mathematics (DM) students enrolled in a noncredit college mathematics course. Using a quasi‐experimental design, one of two existing classes was selected as the experimental group and received a 5‐week intervention focused on
John Sevier, Anthony Fernandes, Victor Cifarelli   +2 more
wiley   +1 more source

Gesturing While Writing: An Alternate Perspective on Mimetic Prosody

Critical Quarterly, EarlyView.
Paul Magee
wiley   +1 more source

Exploring 2D Geometric Shape Classification Using AI‐Driven Feature Tables in Mathematics

School Science and Mathematics, EarlyView.
ABSTRACT This study explored the effectiveness of an AI‐integrated instructional task designed to enhance preservice teachers' understanding of the features and hierarchical relationships of 2D geometric shapes. Originally developed and tested in online K‐12 professional development settings, this intervention was adapted for in‐person preservice ...
Yasemin Gunpinar, Woonhee Sung
wiley   +1 more source