Results 81 to 90 of about 14,058 (161)

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Optimal Liquidation With Signals: The General Propagator Case

Mathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal liquidation problems where the agent's transactions create transient price impact driven by a Volterra‐type propagator along with temporary price impact. We formulate these problems as maximization of a revenue‐risk functionals, where the agent also exploits available information on a progressively measurable ...
Eduardo Abi Jaber, Eyal Neuman
wiley   +1 more source

Partial Observability of Implied Volatility Matrices: Identification and Covolatilities Filtering

Mathematical Finance, EarlyView.
ABSTRACT Whereas data on implied volatilities are available for a large number of assets, this is less frequently the case of implied covolatilities. We introduce a new approach based on static and dynamic Wishart models to solve this problem of missing data.
Christian Gouriéroux, Yang Lu
wiley   +1 more source

Implications of Spectral Interlacing for Quantum Graphs. [PDF]

Entropy (Basel), 2023
Lu J, Hofmann T, Kuhl U, Stöckmann HJ.
europepmc   +1 more source

Generative adversarial network based on domain adaptation for crack segmentation in shadow environments

Computer-Aided Civil and Infrastructure Engineering, EarlyView.
Abstract Precision segmentation of cracks is important in industrial non‐destructive testing, but the presence of shadows in the actual environment can interfere with the segmentation results of cracks. To solve this problem, this study proposes a two‐stage domain adaptation framework called GAN‐DANet for crack segmentation in shadowed environments. In
Yingchao Zhang, Cheng Liu
wiley   +1 more source

Non‐contrastive transcendence as gift and challenge to science and religion

Modern Theology, EarlyView.
Abstract This article suggests that the nature of transcendence represents a promising topic for future engagement between revision‐minded theologians in the field of science and religion and tradition‐oriented ones. It does so by drawing on Kathryn Tanner's account of non‐contrastive transcendence within the history of Christian theology to illuminate
Peter N. Jordan
wiley   +1 more source

Majorana's approach to nonadiabatic transitions validates the adiabatic-impulse approximation. [PDF]

Sci Rep, 2023
Kofman PO, Ivakhnenko OV, Shevchenko SN, Nori F.   +3 more
europepmc   +1 more source

Expected value, to a point: Moral decision‐making under background uncertainty

Noûs, EarlyView.
Abstract Expected value maximization gives plausible guidance for moral decision‐making under uncertainty in many situations. But it has unappetizing implications in ‘Pascalian’ situations involving tiny probabilities of extreme outcomes. This paper shows, first, that under realistic levels of ‘background uncertainty’ about sources of value independent
Christian Tarsney
wiley   +1 more source

An integrated platform for 2‐D and 3‐D optical and electrical mapping of arrhythmias in Langendorff‐perfused rabbit hearts

The Journal of Physiology, EarlyView.
Abstract figure legend Integrated multimodal platform for panoramic cardiac mapping in isolated heart experiments. On the left, an image of the experimental setup during data acquisition showing a Langendorff‐perfused rabbit heart surrounded by three optical cameras (CAM A, B and C) positioned 120° apart, each coupled with high‐power LEDs for panoramic
Jimena Siles, Vinícius Silva, Tainan Neves, Italo Sandoval, Angélica Quadros, Giovanni Weber, Óscar Barquero, Ilija Uzelac, João Salinet   +8 more
wiley   +1 more source

On Bergman–Toeplitz operators in periodic planar domains

Transactions of the London Mathematical Society, Volume 12, Issue 1, December 2025.
Abstract We study spectra of Toeplitz operators Ta$T_a$ with periodic symbols in Bergman spaces A2(Π)$A^2(\Pi)$ on unbounded singly periodic planar domains Π$\Pi$, which are defined as the union of infinitely many copies of the translated, bounded periodic cell ϖ$\varpi$.
Jari Taskinen
wiley   +1 more source