The recent financial crisis and related liquidity issues have illuminated an urgent need for a better understanding of the effects of limited liquidity on all aspects of the financial system. This paper considers such ...
Melham, Ray(Walter de Gruyter GmbH & Co. KG, 2011)
Simson's identity is a well-known Fibonacci identity in which the difference of certain order 2 products has a particularly pleasing form. Other old and beautiful identities of a similar nature are attributed to Catalan, ...
An exposition on the use of O'Sullivan penalized splines in contemporary semiparametric regression, including mixed model and Bayesian formulations, is presented. O'Sullivan penalized splines are similar to P-splines, but ...
Regions of anomalous localized resonance, such as occurring near superlenses, are shown to lead to cloaking effects. This occurs when the resonant field generated by a polarizable line or point dipole acts back on the ...
The importance of relational methods in temporal and spatial reasoning has been widely recognised in the last two decades. A quite large part of contemporary spatial reasoning is concerned with the research of relation ...
Linear bilevel programming theory has been studied for many years by a number of researchers from different aspects, yet it still remains to some extent unsatisfactory and incomplete. The main challenge is how to solve a ...
In this paper distributions are identified which suitably fit log-returns of the world stock index when these are expressed in units of different currencies. By searching for a best fit in the class of symmetric generalized ...
We consider families of linear, parabolic PDEs in n dimensions which possess Lie symmetry groups of dimension at least four. We identify the Lie symmetry groups of these equations with the (2n+1)-dimensional Heisenberg ...
The structure of the decimal expansion of the Golden Ratio is examined in decimal and modular forms through the use of various properties of the Fibonacci numbers, particularly the roots of the associated polynomial and ...
When simulating discrete-time approximations of solutions of stochastic differential equations (SDEs), in particular martingales, numerical stability is clearly more important than some higher order of convergence. ...
Taking the reciprocal of the golden ratio and summing its non-negative integer powers, we obtain a series that converges. We then consider series obtained by striking out terms of this series, proving key theorems about ...
Conditions for the validityo f the Hoel-Walburga nd Peto tests, which compare dose groups with respect to tumour prevalence,a re replaced by a more generalc ondition, representativenesAs. large carcinogenicityex perimentp ...
A financial market model where agents trade using realistic combinations of simple (i.e., finite combinations of buy-and-hold) no-short-sales strategies is considered. Minimal assumptions are made on the discounted ...