Results 151 to 160 of about 1,189 (299)
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
Equivariant multiplicities via representations of quantum affine algebras. [PDF]
Sel Math New Ser, 2023 Casbi E, Li JR.
europepmc +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
A note on subdiagonality for triangular AF algebras
, 1990 We consider the analogue, for triangular AF algebras, of the notion of subdiagonality for subalgebras of von Neumann algebras. We show that a subalgebra T \mathcal {T} of the AF algebra A \mathcal {A}
Belisario A. Ventura
core +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
On q-deformed Clifford algebras
, 2000 : Several Clifford algebras that are covariant under the action of a Lie algebra $g$ can be deformed in a way consistent with the deformation of $Ug$ into a quantum group (or into a triangular Hopf algebra) $U_qg$, i.e.
FIORE, GAETANO
core +1 more source
Analytic Torsion of Generic Rank Two Distributions in Dimension Five. [PDF]
J Geom Anal, 2022 Haller S.
europepmc +1 more source
Beyond Substitution—An Antipositionalist's Guide to Subtraction—
Philosophy and Phenomenological Research, EarlyView.ABSTRACT Existing accounts of relations do not properly account for variably polyadic relations: they fail to capture the relationship between completions of the same relation by different numbers of relata. This paper develops a fully general account of such relations by adding an operation of subtraction to the antipositionalist theory of relations ...
Jon Erling Litland
wiley +1 more source
Gesturing While Writing: An Alternate Perspective on Mimetic Prosody
Critical Quarterly, EarlyView.
Paul Magee
wiley +1 more source
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