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Related papers: On non-uniqueness in the option valuation problem

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An abstract framework guaranteeing the local continuous differentiability of the value function associated with optimal stabilization problems subject to abstract semilinear parabolic equations subject to a norm constraint on the controls…

Optimization and Control · Mathematics 2023-05-19 Karl Kunisch , Buddhika Priyasad

The boundary between classical and quantum correlations is well characterised by linear constraints called Bell inequalities. It is much harder to characterise the boundary of the quantum set itself in the space of no-signaling…

Quantum Physics · Physics 2016-08-25 Yi-Zheng Zhen , Koon Tong Goh , Yu-Lin Zheng , Wen-Fei Cao , Xingyao Wu , Kai Chen , Valerio Scarani

The paper builds a Variance-Gamma (VG) model with five parameters: location ($\mu$), symmetry ($\delta$), volatility ($\sigma$), shape ($\alpha$), and scale ($\theta$); and studies its application to the pricing of European options. The…

Pricing of Securities · Quantitative Finance 2023-01-18 A. H. Nzokem

In this paper, we announce a rigorous approach to establishing uniqueness results, under certain conditions, for initial-boundary-value problems for a class of linear evolution partial differential equations (PDEs) formulated in a…

Analysis of PDEs · Mathematics 2024-01-17 Andreas Chatziafratis , Spyridon Kamvissis

We derive the stochastic price process for tokens whose sole price discovery mechanism is a constant-product automated market maker (AMM). When the net flow into the pool follows a diffusion, the token price follows a constant elasticity of…

Pricing of Securities · Quantitative Finance 2026-04-01 Philip Z. Maymin

Entropic Bell inequalities witness contextual probability distributions on sets of jointly measurable observables. We find that their violation does not entail a violation of the correlative Bell inequality for certain parameter values.…

Quantum Physics · Physics 2020-11-03 Sabiha Durucan , Alexei Grinbaum

We examine the equation \[\Delta^2 u = \lambda f(u) \qquad \Omega, \] with either Navier or Dirichlet boundary conditions. We show some uniqueness results under certain constraints on the parameter $ \lambda$. We obtain similar results for…

Analysis of PDEs · Mathematics 2011-09-27 Craig Cowan

In this paper, we intend to study the boundary value problem of the non-stationary Stokes system in a bounded smooth cylinder $\Omega\times (0,T)$. As a first step, we consider the problem in half-plane cylinder ${\mathbb R}^n_+ \times…

Analysis of PDEs · Mathematics 2012-03-30 TongKeun Chang , Bum Ja Jin

We revisit the problem of boundary excitations at a topological boundary or junction defects between topological boundaries in non-chiral bosonic topological orders in 2+1 dimensions. Based on physical considerations, we derive a formula…

High Energy Physics - Theory · Physics 2019-08-07 Ce Shen , Ling-Yan Hung

The most promising candidate for being the fundamental principle of quantum contextuality is the Exclusivity principle, which states that the sum of the probabilities of a set of pairwise exclusive events cannot exceed 1. By itself, the…

Quantum Physics · Physics 2016-10-31 Barbara Amaral

Following the foundational work of the Black--Scholes model, extensive research has been developed to price the option by addressing its underlying assumptions and associated pricing biases. This study introduces a novel framework for…

Mathematical Finance · Quantitative Finance 2025-08-21 Tapan Kar , Suprio Bhar , Barun Sarkar , Sesha Meka

This paper considers a local and non-local problem characterized by singular nonlinearity and a source term. Specifically, we focus on the following problem: \begin{equation}\label{A}\tag{P} -\Delta_{p} u + (-\Delta)^{s}_{q} u = f(x)…

Analysis of PDEs · Mathematics 2024-11-05 Abdelhamid Gouasmia

For a given level of accuracy in option prices, the paper considers the problem of deciding when exactly, as one or more of the pricing parameters change, a barrier option degenerates into a simpler type of option. This problem is…

Pricing of Securities · Quantitative Finance 2008-12-02 J. C. Ndogmo

A variational inequality for pricing the perpetual American option and the corresponding difference equation are considered. First, the maximum principle and uniqueness of the solution to variational inequality for pricing the perpetual…

Pricing of Securities · Quantitative Finance 2019-03-14 Hyong-chol O , Song-San Jo

In this paper, we study an optimal exit time problem with general running and terminal costs and a target $\mathcal{S}\subset\mathbb{R}^d$ having an inner ball property for a nonlinear control system that satisfies mild controllability…

Optimization and Control · Mathematics 2024-06-11 Piermarco Cannarsa , Marco Mazzola , Khai T. Nguyen

We study the higher regularity in nonlocal free boundary problems posed for general integro-differential operators of order $2s$. Our main result is for the nonlocal one-phase (Bernoulli) problem, for which we establish that $C^{2,\alpha}$…

Analysis of PDEs · Mathematics 2025-07-29 Begoña Barrios , Xavier Ros-Oton , Marvin Weidner

The work considers a system of fractional order partial differential equations. The existence and uniqueness theorems for the classical solution of initial-boundary value problems are proved in two cases: 1) the right-hand side of the…

Analysis of PDEs · Mathematics 2024-03-28 Ravshan Ashurov , Oqila Muhiddinova

We prove a Functional Central Limit Theorem for the position of a Tagged Particle in the one-dimensional Asymmetric Simple Exclusion Process in the hyperbolic scaling, starting from a Bernoulli product measure conditioned to have a particle…

Probability · Mathematics 2007-05-23 Patricia Goncalves

We revisit two classical problems: the determination of the law of the underlying with respect to a risk-neutral measure on the basis of option prices, and the pricing of options with convex payoffs in terms of prices of call options with…

Pricing of Securities · Quantitative Finance 2021-09-14 Carlo Marinelli

We study the behavior near the origin of $C^2$ positive solutions $u(x)$ and $v(x)$ of the system $0\leq -\Delta u\leq f(v)$ $0\leq -\Delta v\leq g(u)$ in $B_1(0)\backslash\{0\}$ where $f,g:(0,\infty)\to (0,\infty)$ are continuous…

Analysis of PDEs · Mathematics 2014-02-04 Marius Ghergu , Steven D. Taliaferro , Igor E. Verbitsky