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We propose a method for pricing American options whose pay-off depends on the moving average of the underlying asset price. The method uses a finite dimensional approximation of the infinite-dimensional dynamics of the moving average…

Pricing of Securities · Quantitative Finance 2010-11-17 Marie Bernhart , Peter Tankov , Xavier Warin

Exact solutions of the Schrodinger equation are obtained for the Rosen-Morse and Scarf potentials with the position-dependent effective mass by appliying a general point canonical transformation. The general form of the point canonical…

Quantum Physics · Physics 2009-11-13 Cevdet Tezcan , Ramazan Sever

All product fixed point results in ordered metric spaces based on linear contractive conditions are but a vectorial form of the fixed point statement due to Nieto and Rodriguez-Lopez [Order, 22 (2005), 223-239], under the lines in Matkowski…

General Topology · Mathematics 2011-10-17 Mihai Turinici

Two common approaches in low-rank optimization problems are either working directly with a rank constraint on the matrix variable, or optimizing over a low-rank factorization so that the rank constraint is implicitly ensured. In this paper,…

Optimization and Control · Mathematics 2020-12-17 Wooseok Ha , Haoyang Liu , Rina Foygel Barber

We study fixed points of smooth torus actions on closed manifolds using fixed point formulas and equivariant elliptic genera. We also give applications to positively curved Riemannian manifolds with symmetry.

Geometric Topology · Mathematics 2016-08-19 Anand Dessai

The effective average actions for gauge theories and the associated nonperturbative evolution equations which govern their renormalization group flow are reviewed and various applications are described. As an example of a topological field…

High Energy Physics - Theory · Physics 2007-05-23 M. Reuter

I study derivative expansions of effective actions at finite temperature, illustrating how the standard methods are badly defined at finite temperature. I then show that by setting up the initial conditions at a finite time, these problems…

High Energy Physics - Phenomenology · Physics 2017-08-23 T. S. Evans

We establish the existence of a common fixed point for mappings that satisfy and extend the F-contraction condition. To support our findings, we present pertinent definitions and properties associated with F-contraction mappings.…

General Mathematics · Mathematics 2025-05-08 Djamel Deghoul , Zoheir Chebel , Abdellatif Boureghda , Salah Benyoucef

An effective method for generating linear equations of maximal symmetry in their much general normal form is obtained. In the said normal form, the coefficients of the equation are differential functions of the coefficient of the term of…

Classical Analysis and ODEs · Mathematics 2015-02-26 JC Ndogmo

In this paper, the notion of $\mathbb{C}$-simulation function is introduced and the existence and uniqueness of common fixed points of two self-mappings satisfying contractive conditions in the setting of complex valued metric spaces via…

Functional Analysis · Mathematics 2019-05-10 Anuradha Gupta , Manu Rohilla

In this paper we present a fixed point property for amenable hypergroups which is analogous to Rickert's fixed point theorem for semigroups. It equates the existence of a left invariant mean on the space of weakly right uniformly continuous…

Functional Analysis · Mathematics 2015-03-09 Benjamin Willson

At a critical point of a second order phase transition the intrinsic energy surface is flat and there is no stable minimum value of the deformation. However, for a finite system, we show that there is an effective deformation which can…

Nuclear Theory · Physics 2009-11-10 A. Leviatan , J. N. Ginocchio

This paper provides an alternative description for the fixed points of the fractal operator associated with a mixed possibly infinite iterated function system via a canonical projection type function. Some visual aspects of our results are…

Dynamical Systems · Mathematics 2025-05-19 Bogdan-Cristian Anghelina , Radu Miculescu , Alexandru Mihail

Let $(X,\mathcal{B},\mu, T)$ be a measure preserving system. We prove the pointwise convergence of the averages $$\frac{1}{N^2}\sum_{n,m= 0}^{N-1} f_1(T^nx)f_2(T^mx)f_3(T^{n+m}x)$$ and of similar averages with seven bounded functions.

Dynamical Systems · Mathematics 2007-05-23 Idris Assani

The almost sure convergence of ergodic averages in Birkhoff's pointwise ergodic theorem is known to fail in the finitely additive setting. We introduce a natural reformulation of almost sure convergence suitable for finitely additive…

Dynamical Systems · Mathematics 2025-11-05 Morenikeji Neri

A finite sum of exponential functions may be expressed by a linear combination of powers of the independent variable and by successive integrals of the sum. This is proved for the general case and the connection between the parameters in…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Bernhard Kaufmann

Central configurations of $n$ point particles in $E\approx \mathbb{R}^d$ with respect to a potential function $U$ are shown to be the same as the fixed points of the normalized gradient map $F=-\nabla_M U / \lVert \nabla_M U \rVert_M$,…

Algebraic Topology · Mathematics 2015-06-23 Davide L. Ferrario

We calculate the quantum corrections to the classical action of a particle with coordinate-dependent mass. The result is made self-consistent by a variational approach, thus making it applicable to strong-couplings and singular potentials.…

Quantum Physics · Physics 2007-05-23 M. E. S. Borelli , H. Kleinert

We use the method of monotone iterations to obtain fixed point and coupled fixed point results for mixed monotone operators in the setting of partially ordered sets, with no additional assumptions on the partial order and with no…

General Topology · Mathematics 2013-08-23 Mircea-Dan Rus

In this announcement we generalize the Markov-Kakutani fixed point theorem for abelian semi-groups of affine transformations extending it on some class of non-commutative semi-groups. As an interesting example we apply it obtaining a…

Functional Analysis · Mathematics 2007-05-23 Jaroslaw Wawrzycki
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