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We prove a weak converse estimate for the simultaneous approximation by several forms of the Bernstein polynomials with integer coefficients. It is stated in terms of moduli of smoothness. In particular, it yields a big $O$-characterization…

Classical Analysis and ODEs · Mathematics 2020-09-17 Borislav R. Draganov

This short note is a comment on a historical aspect of a famous formula dating from the 18th century.

History and Overview · Mathematics 2023-12-06 Alain Lasjaunias , Jean-Paul Tran

The paper has been withdrawn by authors. The issues studied in this paper were changed so much that we have published a new paper considering these issues. See hep-th/0406074

High Energy Physics - Theory · Physics 2007-05-23 Asko Jokinen , Anupam Mazumdar

This note contains some asymptotic formulas for the sums of various residue classes of Euler's phi-function.

Number Theory · Mathematics 2018-06-05 Amrik Singh Nimbran

In an observed generalized semi-Markov regime, estimation of transition rate of regime switching leads towards calculation of locally risk minimizing option price. Despite the uniform convergence of estimated step function of transition…

Pricing of Securities · Quantitative Finance 2016-09-27 Anindya Goswami , Sanket Nandan

We study the informational efficiency of a market with a single traded asset. The price initially differs from the fundamental value, about which the agents have noisy private information (which is, on average, correct). A fraction of…

Trading and Market Microstructure · Quantitative Finance 2014-01-10 Gani Aldashev , Timoteo Carletti , Simone Righi

An investor faced with a contingent claim may eliminate risk by perfect hedging, but as it is often quite expensive, he seeks partial hedging (quantile hedging or efficient hedging) that requires less capital and reduces the risk. Efficient…

Pricing of Securities · Quantitative Finance 2014-03-31 Kyong-Hui Kim , Myong-Guk Sin

We address the modelling of commodities that are supposed to have positive price but, on account of a possible failure in the physical delivery mechanism, may turn out not to. This is done by explicitly incorporating a `delivery liability'…

Pricing of Securities · Quantitative Finance 2020-10-30 Richard J. Martin , Aldous Birchall

Risk-neutral pricing dictates that the discounted derivative price is a martingale in a measure equivalent to the economic measure. The residual ambiguity for incomplete markets is here resolved by minimising the entropy of the price…

Mathematical Finance · Quantitative Finance 2020-07-01 Paul McCloud

We study an optimal execution problem with uncertain market impact to derive a more realistic market model. We construct a discrete-time model as a value function for optimal execution. Market impact is formulated as the product of a…

Trading and Market Microstructure · Quantitative Finance 2015-06-23 Kensuke Ishitani , Takashi Kato

We consider the product knapsack problem, which is the variant of the classical 0-1 knapsack problem where the objective consists of maximizing the product of the profits of the selected items. These profits are allowed to be positive or…

Optimization and Control · Mathematics 2021-06-29 Ulrich Pferschy , Joachim Schauer , Clemens Thielen

In this short note, we obtain error estimates for Riemann sums of some singular functions.

Classical Analysis and ODEs · Mathematics 2017-03-10 Pavel Gurevich , Sergey Tikhomirov

We are interested in the statistical linear inverse problem $Y=Af+\epsilon\xi$, where $A$ denotes a compact operator and $\epsilon\xi$ a stochastic noise. In a first time, we investigate the link between some threshold estimators and the…

Statistics Theory · Mathematics 2008-07-15 Clément Marteau

In the paper a problem of risk measures on a discrete-time market model with transaction costs is studied. Strategy effectiveness and shortfall risk is introduced. This paper is a generalization of quantile hedging presented in [4].

Mathematical Finance · Quantitative Finance 2016-01-14 Michał Barski

In a New Keynesian model where the trade-off between stabilising the aggregate inflation rate and the output gap arises from sectoral asymmetries, the gains from commitment are either zero or negligible. Thus, to the extent that economic…

Theoretical Economics · Economics 2023-08-28 Juan Paez-Farrell

This note establishes sharp time-asymptotic algebraic rate bounds for the classical evolution problem of Fujita, but with sublinear rather than superlinear exponent. A transitional stability exponent is identified, which has a simple…

Analysis of PDEs · Mathematics 2024-11-13 David John Needham , John Christopher Meyer

Denoising and score estimation have long been known to be linked via the classical Tweedie's formula. In this work, we first extend the latter to a wider range of distributions often called "energy models" and denoted elliptical…

Machine Learning · Statistics 2026-01-01 Andrej Leban

We study the bilateral trade problem: one seller, one buyer and a single, indivisible item for sale. It is well known that there is no fully-efficient and incentive compatible mechanism for this problem that maintains a balanced budget. We…

Computer Science and Game Theory · Computer Science 2018-11-20 Liad Blumrosen , Shahar Dobzinski

This paper intends to realize negative refraction with absorption suppressed by the electromagneticly induced transparency(EIT) in a dense four-level atomic system. Without the two equal transition frequencies responding to the probe field,…

Quantum Physics · Physics 2026-05-08 Shun-Cai Zhao

This note gives a few rapidly convergent series representations of the sums of divisors functions. These series have various applications such as exact evaluations of some power series, computing estimates and proving the existence results…

General Mathematics · Mathematics 2014-07-29 N. A. Carella
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