Related papers: Affine Rough Models
In this paper, algebroid bundle associated to affine metrics provide an structure for unification of gravity and electromagnetism and, geometrization of matter.
We introduce a multiple curve framework that combines tractable dynamics and semi-analytic pricing formulas with positive interest rates and basis spreads. Negatives rates and positive spreads can also be accommodated in this framework. The…
We investigate the relationship between affine and Stein varieties in the context of rigid geometry. We show that the two concepts are much more closely related than in complex geometry, e.g. they are equivalent for surfaces. This rests on…
Models for fluid deformable surfaces provide valid theories to describe the dynamics of thin fluidic sheets of soft materials. To use such models in morphogenesis and development requires to incorporate active forces. We consider active…
We introduce a class of objects which we call 'affine surfaces'. These provide families of foliations on surfaces whose dynamics we are interested in. We present and analyze a couple of examples, and we define concepts related to these in…
The aim of this work is to introduce a new stochastic volatility model for equity derivatives. To overcome some of the well-known problems of the Heston model, and more generally of the affine models, we define a new specification for the…
This article is the first of an intended series of works on the model theory of Ultrafinitism. It is roughly divided into two parts. The first one addresses some of the issues related to ultrafinitistic programs, as well as some of the core…
Brane systems provide a large class of gauge theories that arise in string theory. This paper demonstrates how such brane systems fit with a somewhat exotic geometric object, called the affine Grassmannian. This gives a strong motivation to…
We completely describe a new domain for abstract interpretation of numerical programs. Fixpoint iteration in this domain is proved to converge to finite precise invariants for (at least) the class of stable linear recursive filters of any…
In the recent development in a various disciplines of physics, it is noted the need for including the deformed versions of the exponential functions. In this paper, we consider the deformations which have two purposes: to have them like…
This paper consists of real and complex affine techniques for studying the Abreu equation on toric surfaces. In particular, an interior estimate for Ricci tensor is given.
We introduce an (equi-)affine invariant diffusion geometry by which surfaces that go through squeeze and shear transformations can still be properly analyzed. The definition of an affine invariant metric enables us to construct an invariant…
Affine metrics and its associated algebroid bundle are developed. Theses structures are applied to the general relativity and provide an structure for unification of gravity and electromagnetism. The final result is a field equation on the…
For quantum systems described by finite matrices, linear and affine maps of matrices are shown to provide equivalent descriptions of evolution of density matrices for a subsystem caused by unitary Hamiltonian evolution in a larger system;…
Fractional processes have gained popularity in financial modeling due to the dependence structure of their increments and the roughness of their sample paths. The non-Markovianity of these processes gives, however, rise to conceptual and…
We focus on a branch of region-based spatial logics dealing with affine geometry. The research on this topic is scarce: only a handful of papers investigate such systems, mostly in the case of the real plane. Our long-term goal is to…
We introduce the class of affine forward variance (AFV) models of which both the conventional Heston model and the rough Heston model are special cases. We show that AFV models can be characterized by the affine form of their cumulant…
This is an expended and revised version of the preprint "Schematization of homotopy types". The purpose of this work is to introduce a notion of \emph{affine stacks}, which is a homotopy version of the notion of affine schemes, and to give…
Classification of curves up to affine transformation in a finite dimensional space was studied by some different methods. In this paper, we achieve the exact formulas of affine invariants via the equivalence problem and in the view of…
In this paper, a class of multivariate matrix-exponential affine mixtures with matrix-exponential marginals is proposed. The class is shown to possess various attractive properties such as closure under size-biased Esscher transform, order…