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In a market with stochastic interest rates, we consider an investor who can either (i) invest all if his money in a savings account or (ii) purchase zero-coupon bonds and invest the remainder of his wealth in a savings account. The…

Computational Finance · Quantitative Finance 2020-07-21 Matthew Lorig

Let $\mathcal{I}$ be an analytic P-ideal [respectively, a summable ideal] on the positive integers and let $(x_n)$ be a sequence taking values in a metric space $X$. First, it is shown that the set of ideal limit points of $(x_n)$ is an…

Classical Analysis and ODEs · Mathematics 2018-11-27 Paolo Leonetti

The paper attempts to develop a suitable accessibility index for networks where each link has a value such that a smaller number is preferred like distance, cost, or travel time. A measure called distance sum is characterized by three…

Social and Information Networks · Computer Science 2017-10-27 László Csató

Approximations to utility indifference prices are provided for a contingent claim in the large position size limit. Results are valid for general utility functions on the real line and semi-martingale models. It is shown that as the…

Pricing of Securities · Quantitative Finance 2013-12-12 Scott Robertson

Given a quantum system consisting of many parts, we show that symmetry of the system's state, i.e., invariance under swappings of the subsystems, implies that almost all of its parts are virtually identical and independent of each other.…

Quantum Physics · Physics 2011-11-09 Renato Renner

We study indifference pricing of exotic derivatives by using hedging strategies that take static positions in quoted derivatives but trade the underlying and cash dynamically over time. We use real quotes that come with bid-ask spreads and…

Pricing of Securities · Quantitative Finance 2020-08-05 Teemu Pennanen , Udomsak Rakwongwan

This paper considers the optimal portfolio selection problem in a dynamic multi-period stochastic framework with regime switching. The risk preferences are of exponential (CARA) type with an absolute coefficient of risk aversion which…

Optimization and Control · Mathematics 2011-02-25 Traian A Pirvu , Huayue Zhang

The Leopoldt conjecture is concerned with the image of the global units in the local units at the primes dividing p. In the definition of the global units the infinite place is distinguished. Exchanging p and infinity in the formulation one…

Number Theory · Mathematics 2007-05-23 Christopher Deninger

A first-order ordinary differential equation, solved with respect to derivative, is considered. It's right-hand side is defined and continuous on the set, consisting of a connected open subset of a two-dimensional Euclidean space and a part…

Classical Analysis and ODEs · Mathematics 2024-02-27 Vladimir V. Basov

This paper develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…

Probability · Mathematics 2019-11-19 Paul Dupuis , Yixiang Mao

We examine the notion of inconsistency in pairwise comparisons and propose an axiomatization which is independent of any method of approximation or the inconsistency indicator definition (e.g., Analytic Hierarchy Process, AHP). It has been…

Discrete Mathematics · Computer Science 2015-01-27 W. W. Koczkodaj , R. Szwarc

We study the utility indifference price of a European option in the context of small transaction costs. Considering the general setup allowing consumption and a general utility function at final time T, we obtain an asymptotic expansion of…

Optimization and Control · Mathematics 2015-04-07 Dylan Possamaï , Guillaume Royer

We study the classic problem of fairly allocating a set of indivisible goods among a group of agents, and focus on the notion of approximate proportionality known as PROPm. Prior work showed that there exists an allocation that satisfies…

Computer Science and Game Theory · Computer Science 2021-05-25 Artem Baklanov , Pranav Garimidi , Vasilis Gkatzelis , Daniel Schoepflin

We present new criteria on the existence of fixed points that combine some monotonicity assumptions with the classical fixed point index theory. As an illustrative application, we use our theoretical results to prove the existence of…

Classical Analysis and ODEs · Mathematics 2014-12-12 Alberto Cabada , José Ángel Cid , Gennaro Infante

We provide and axiomatize a representation for preferences over lotteries that generalizes the expected utility model. Since the representation uses different utility functions to evaluate different lotteries, the preferences can be…

Theoretical Economics · Economics 2026-03-17 Edward Honda , Keh-Kuan Sun

Escalation is the fact that in a game (for instance in an auction), the agents play forever. The $0,1$-game is an extremely simple infinite game with intelligent agents in which escalation arises. It shows at the light of research on…

Computer Science and Game Theory · Computer Science 2015-05-28 Pierre Lescanne

Originality criteria are frequently used to compare assets and, in particular, to assess the validity of intellectual property (IP) rights such as copyright and design rights. In this work, the originality of an asset is formulated as a…

Machine Learning · Computer Science 2024-04-16 Sébastien Ragot

We give a sufficient condition for an algebraic structure to have a computable presentation with a computable basis and a computable presentation with no computable basis. We apply the condition to differentially closed, real closed, and…

Logic · Mathematics 2015-06-11 Matthew Harrison-Trainor , Alexander Melnikov , Antonio Montalbán

Teddy Seidenfeld has been arguing for quite a long time that binary preference models are not powerful enough to deal with a number of crucial aspects of imprecision and indeterminacy in uncertain inference and decision making. It is at his…

Artificial Intelligence · Computer Science 2021-02-23 Jasper De Bock , Gert de Cooman

When uncertainty is modelled by a set of non-dominated and non-compact probability measures, a notion of essential supremum for a family of real-valued functions is developed in terms of upper semi-analytic functions. We show how the…

Mathematical Finance · Quantitative Finance 2024-03-19 Laurence Carassus
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