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In this paper, a new approach for solving the problems of pricing and hedging derivatives is introduced in a general frictionless market setting. The method is applicable even in cases where an equivalent local martingale measure fails to…

Pricing of Securities · Quantitative Finance 2026-03-18 Huy N. Chau , Miklos Rasonyi

Let F : X --> X be a morphism of a variety defined over a number field K, let V be a K-subvariety of X, and let O_F(P)= {F^n(P) :n=0,1,2,...} be the orbit of a point P in X(K). We describe a local-global principle for the intersection of V…

Number Theory · Mathematics 2011-05-30 Liang-Chung Hsia , Joseph H. Silverman

We study the global invariants of real analytic manifolds in the complex space with respect to the group of holomorphic unimodular transformations. We consider only totally real manifolds which admits a certain fibration over the circle. We…

Complex Variables · Mathematics 2009-09-25 Xianghong Gong

Consider an algebraic torus of small dimension acting on an open subset of a complex vector space, or more generally on a quasiaffine variety such that a separated orbit space exists. We discuss under which conditions this orbit space is…

Algebraic Geometry · Mathematics 2007-05-23 A. A'Campo-Neuen , J. Hausen

We write down an asymptotic expression for action coordinates in an integrable Hamiltonian system with a focus-focus equilibrium. From the singularity in the actions we deduce that the Arnol'd determinant grows infinitely large near the…

Exactly Solvable and Integrable Systems · Physics 2009-11-10 B. Rink

We have developed in the past several algorithms with intrinsic complexity bounds for the problem of point finding in real algebraic varieties. Our aim here is to give a comprehensive presentation of the geometrical tools which are…

Algebraic Geometry · Mathematics 2009-11-23 B. Bank , M. Giusti , J. Heintz , M. Safey El Din , E. Schost

We study an analogue of the Brauer-Manin obstruction to the local-global principle for embedding problems over global fields. We will prove the analogues of several fundamental structural results. In particular we show that the (algebraic)…

Number Theory · Mathematics 2017-05-16 Ambrus Pal , Tomer M. Schlank

Based on methods of structural convergence we provide a unifying view of local-global convergence, fitting to model theory and analysis. The general approach outlined here provides a possibility to extend the theory of local-global…

Combinatorics · Mathematics 2018-10-18 Jaroslav Nesetril , Patrice Ossona de Mendez

The potential global topological obstructions to the tetrad approach to finding the quasi-local conserved quantities, associated with closed, orientable spacelike 2-surfaces S, are investigated. First we show that the Lorentz frame bundle…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Laszlo B Szabados

We introduce the notion of a local torus action modeled on the standard representation (for simplicity, we call it a local torus action). It is a generalization of a locally standard torus action and also an underlying structure of a…

Geometric Topology · Mathematics 2011-06-03 Takahiko Yoshida

In this paper we introduce a method to obtain algebraic information using arithmetic one in the study of tori and their principal homogeneous spaces. In particular, using some results of the authors with Tingyu Lee, we determine the…

Algebraic Geometry · Mathematics 2020-08-19 Eva Bayer-Fluckiger , Raman Parimala

In this paper we study formal moduli for wildly ramified Galois covering. We prove a local-global principle. We then focus on the infinitesimal deformations of the Z/pZ-covers. We explicitly compute a deformation of an automorphism of order…

Algebraic Geometry · Mathematics 2007-05-23 Jose Bertin , Ariane Mezard

The celebrated sparse representation model has led to remarkable results in various signal processing tasks in the last decade. However, despite its initial purpose of serving as a global prior for entire signals, it has been commonly used…

Information Theory · Computer Science 2017-10-11 Vardan Papyan , Jeremias Sulam , Michael Elad

We study the obstruction degrees of translates of sub-tori of multiplicative tori and we show how they are connected to lower bounds for the essential minimum of these varieties. In particular, we combine our computations with results of A.…

Number Theory · Mathematics 2007-05-23 Patrice Philippon , Martin Sombra

Generalized trust-region subproblem (GT) is a nonconvex quadratic optimization with a single quadratic constraint. It reduces to the classical trust-region subproblem (T) if the constraint set is a Euclidean ball. (GT) is polynomially…

Optimization and Control · Mathematics 2021-09-14 Jiulin Wang , Mengmeng Song , Yong Xia

We classify the closed orbits under the action of maximal tori on the S-adic homogeneous spaces. As an application, we prove that if the set of values at the integer points of any homogeneous non-degenerate split form is discrete, then the…

Number Theory · Mathematics 2007-05-23 George Tomanov

In this paper we introduce the local Nori fundamental group scheme of a reduced scheme or algebraic stack over a perfect field $k$. We give particular attention to the case of fields: to any field extension $K/k$ we attach a pro-local group…

Algebraic Geometry · Mathematics 2021-06-23 M. Romagny , F. Tonini , L. Zhang

The local to global principle for densities is a very convenient tool proposed by Poonen and Stoll to compute the density of a given subset of the integers. In this paper we provide an effective criterion to find all higher moments of the…

Number Theory · Mathematics 2022-01-12 Giacomo Micheli , Severin Schraven , Simran Tinani , Violetta Weger

An action of a group on a vector space partitions the latter into a set of orbits. We consider three natural and useful algorithmic "isomorphism" or "classification" problems, namely, orbit equality, orbit closure intersection, and orbit…

Data Structures and Algorithms · Computer Science 2021-10-22 Peter Bürgisser , M. Levent Doğan , Visu Makam , Michael Walter , Avi Wigderson

We investigate conditions under which a two-dimensional complex semi-torus splits into a direct product of C^* and a one-dimensional compact complex torus.

Algebraic Geometry · Mathematics 2007-05-23 Joerg Winkelmann