no code implementations • 21 Aug 2022 • William Busching, Delphine Hintz, Oleksii Mostovyi, Alexey Pozdnyakov
By reformulating the key stochastic control problem in a more tractable form, we show that both the fair price and optimal strategy are stable with respect to small perturbations of the num\'eraire.
no code implementations • 7 Aug 2022 • Ethan Mills, Alexey Pozdnyakov
Differential equations are used in a wide variety of disciplines, describing the complex behavior of the physical world.
no code implementations • 21 Apr 2022 • Yang-Hui He, Kyu-Hwan Lee, Thomas Oliver, Alexey Pozdnyakov
We investigate the average value of the $p$th Dirichlet coefficients of elliptic curves for a prime p in a fixed conductor range with given rank.
