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We propose a method for pricing American options whose pay-off depends on the moving average of the underlying asset price. The method uses a finite dimensional approximation of the infinite-dimensional dynamics of the moving average…

证券定价 · 定量金融 2010-11-17 Marie Bernhart , Peter Tankov , Xavier Warin

Exact solutions of the Schrodinger equation are obtained for the Rosen-Morse and Scarf potentials with the position-dependent effective mass by appliying a general point canonical transformation. The general form of the point canonical…

量子物理 · 物理学 2009-11-13 Cevdet Tezcan , Ramazan Sever

All product fixed point results in ordered metric spaces based on linear contractive conditions are but a vectorial form of the fixed point statement due to Nieto and Rodriguez-Lopez [Order, 22 (2005), 223-239], under the lines in Matkowski…

一般拓扑 · 数学 2011-10-17 Mihai Turinici

Two common approaches in low-rank optimization problems are either working directly with a rank constraint on the matrix variable, or optimizing over a low-rank factorization so that the rank constraint is implicitly ensured. In this paper,…

最优化与控制 · 数学 2020-12-17 Wooseok Ha , Haoyang Liu , Rina Foygel Barber

We study fixed points of smooth torus actions on closed manifolds using fixed point formulas and equivariant elliptic genera. We also give applications to positively curved Riemannian manifolds with symmetry.

几何拓扑 · 数学 2016-08-19 Anand Dessai

The effective average actions for gauge theories and the associated nonperturbative evolution equations which govern their renormalization group flow are reviewed and various applications are described. As an example of a topological field…

高能物理 - 理论 · 物理学 2007-05-23 M. Reuter

I study derivative expansions of effective actions at finite temperature, illustrating how the standard methods are badly defined at finite temperature. I then show that by setting up the initial conditions at a finite time, these problems…

高能物理 - 唯象学 · 物理学 2017-08-23 T. S. Evans

We establish the existence of a common fixed point for mappings that satisfy and extend the F-contraction condition. To support our findings, we present pertinent definitions and properties associated with F-contraction mappings.…

综合数学 · 数学 2025-05-08 Djamel Deghoul , Zoheir Chebel , Abdellatif Boureghda , Salah Benyoucef

An effective method for generating linear equations of maximal symmetry in their much general normal form is obtained. In the said normal form, the coefficients of the equation are differential functions of the coefficient of the term of…

经典分析与常微分方程 · 数学 2015-02-26 JC Ndogmo

In this paper, the notion of $\mathbb{C}$-simulation function is introduced and the existence and uniqueness of common fixed points of two self-mappings satisfying contractive conditions in the setting of complex valued metric spaces via…

泛函分析 · 数学 2019-05-10 Anuradha Gupta , Manu Rohilla

In this paper we present a fixed point property for amenable hypergroups which is analogous to Rickert's fixed point theorem for semigroups. It equates the existence of a left invariant mean on the space of weakly right uniformly continuous…

泛函分析 · 数学 2015-03-09 Benjamin Willson

At a critical point of a second order phase transition the intrinsic energy surface is flat and there is no stable minimum value of the deformation. However, for a finite system, we show that there is an effective deformation which can…

核理论 · 物理学 2009-11-10 A. Leviatan , J. N. Ginocchio

This paper provides an alternative description for the fixed points of the fractal operator associated with a mixed possibly infinite iterated function system via a canonical projection type function. Some visual aspects of our results are…

动力系统 · 数学 2025-05-19 Bogdan-Cristian Anghelina , Radu Miculescu , Alexandru Mihail

Let $(X,\mathcal{B},\mu, T)$ be a measure preserving system. We prove the pointwise convergence of the averages $$\frac{1}{N^2}\sum_{n,m= 0}^{N-1} f_1(T^nx)f_2(T^mx)f_3(T^{n+m}x)$$ and of similar averages with seven bounded functions.

动力系统 · 数学 2007-05-23 Idris Assani

The almost sure convergence of ergodic averages in Birkhoff's pointwise ergodic theorem is known to fail in the finitely additive setting. We introduce a natural reformulation of almost sure convergence suitable for finitely additive…

动力系统 · 数学 2025-11-05 Morenikeji Neri

A finite sum of exponential functions may be expressed by a linear combination of powers of the independent variable and by successive integrals of the sum. This is proved for the general case and the connection between the parameters in…

数据分析、统计与概率 · 物理学 2007-05-23 Bernhard Kaufmann

Central configurations of $n$ point particles in $E\approx \mathbb{R}^d$ with respect to a potential function $U$ are shown to be the same as the fixed points of the normalized gradient map $F=-\nabla_M U / \lVert \nabla_M U \rVert_M$,…

代数拓扑 · 数学 2015-06-23 Davide L. Ferrario

We calculate the quantum corrections to the classical action of a particle with coordinate-dependent mass. The result is made self-consistent by a variational approach, thus making it applicable to strong-couplings and singular potentials.…

量子物理 · 物理学 2007-05-23 M. E. S. Borelli , H. Kleinert

We use the method of monotone iterations to obtain fixed point and coupled fixed point results for mixed monotone operators in the setting of partially ordered sets, with no additional assumptions on the partial order and with no…

一般拓扑 · 数学 2013-08-23 Mircea-Dan Rus

In this announcement we generalize the Markov-Kakutani fixed point theorem for abelian semi-groups of affine transformations extending it on some class of non-commutative semi-groups. As an interesting example we apply it obtaining a…

泛函分析 · 数学 2007-05-23 Jaroslaw Wawrzycki
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