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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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3547071,0611,414 · Jun 202019922001200920172026
48 results for Gordon growth model

Enhanced Gordon growth model for valuing financial products.

problem Valuation of financial products with time-varying interest rates and dividends.
method Dynamic Gordon growth model with time-varying spot interest rate and dividends, risk-neutral valuation, locally risk-minimizing strategy.
result Pricing and hedging formulas for dividend-paying European options and equity-linked life insurance products.

We show that (under mild assumptions) the generating function of log homology torsion of a knot exterior has a meromorphic continuation to the entire complex plane. As corollaries, this gives new proofs of (a) the Silver-Williams asymptotic, (b) Fried's theorem on reconstructing the Alexander polynomial (c) Gordon's th…

2017-02-21abs ↗pdf ↗

This chapter reviews various dividend discount models from deterministic to stochastic.

problem Modeling the variability in dividend payments over time.
method Analyzes models ranging from basic to advanced, including Markov chains.
result Advanced models provide more realistic valuations by considering dividend state.

Formulae for Bäcklund transformations of hyperbolic and elliptic sine-Gordon/sinh-Gordon equations.

problem Finding solutions for specific types of equations.
method Providing superposition formulae for Bäcklund transformations.
result Algebraically obtain infinitely many solutions after first integration.

The sinh-Gordon equation is solved on finite, symmetric graphs.

problem Solving the sinh-Gordon equation with nonzero prescribed functions on finite graphs.
method Uniform a priori estimate to define topological degree, case-by-case calculation of degree, classical sinh-Gordon equation analysis.
result The classical sinh-Gordon equation with nonzero prescribed function is always solvable on finite, symmetric graphs.

We construct one-parameter families of solutions to the Einstein--Klein--Gordon equations bifurcating off the Kerr solution such that the underlying family of spacetimes are each an asymptotically flat, stationary, axisymmetric, black hole spacetime, and such that the corresponding scalar fields are non-zero and time-p…

2015-10-27abs ↗pdf ↗

Characterizes alternating links in thickened surfaces using Gordon-Litherland pairing.

problem Identifying alternating links in thickened surfaces.
method Extension of Gordon-Litherland pairing to thickened surfaces.
result A non-split link in a thickened surface is alternating if and only if it bounds two definite surfaces of opposite sign.

We exhibit relations between van Kampen-Flores, Conway-Gordon-Sachs and Radon theorems, by presenting direct proofs of some implications between them. The key idea is an interesting relation between the van Kampen and the Conway-Gordon-Sachs numbers for restrictions of a map of (d+2)(d+2)-simplex to Rd\mathbb R^d to the $…

2017-04-02abs ↗pdf ↗

Global solutions found for a wave-Klein-Gordon system with strong couplings in divergence form.

problem Global well-posedness of a wave-Klein-Gordon system with strong couplings in divergence form.
method Constructed an auxiliary system with shifted primitives to handle the strong couplings.
result Established global well-posedness theorem for the wave-Klein-Gordon system.

We formulate a generalization of the volume conjecture for planar graphs. Denoting by <G, c> the Kauffman bracket of the graph G whose edges are decorated by real "colors" c, the conjecture states that, under suitable conditions, certain evaluations of <G,kc> grow exponentially as k goes to infinity and the growth rate…

2014-03-10abs ↗pdf ↗

In this paper, we present two observations about static spherically symmetric solutions of the Einstein-Klein-Gordon equations. The first is a comment extending the well-known result of the existence of static states (i.e. standing wave solutions) of the Einstein-Klein-Gordon equations. The second more important observ…

2012-12-27abs ↗pdf ↗

Model for optimal cybersecurity investment considering clustered cyberattacks.

problem Optimal investment in cybersecurity to reduce system vulnerability under clustered cyberattacks.
method Developed a continuous-time stochastic model using a Hawkes process, extended Gordon-Loeb model, solved as a Markovian stochastic optimal control problem.
result Investment policies that account for attack clustering lead to more effective and responsive strategies, improving upon static and Poisson-based approaches.

We present a unified method of construction of surfaces associated with Grassmannian sigma models, expressed in terms of an orthogonal projector. This description leads to compact formulae for structural equations of two-dimensional surfaces immersed in the su(N) algebra. In the special case of the CP^1 sigma model we …

2006-01-12abs ↗pdf ↗

The eigenvalue problem for the square integrable solutions is studied usually for elliptic equations. In this note we consider such a problem for the hyperbolic Klein-Gordon equation on Lorentzian manifolds. The investigation could help to answer the question why elementary particles have a discrete mass spectrum. An i…

2006-03-28abs ↗pdf ↗

Study finite-type solutions of elliptic sinh-Gordon equation with Durham boundary conditions.

problem Finite-type solutions of elliptic sinh-Gordon equation with Durham boundary conditions.
method Determine rationality criteria for Durham conditions and analyze spectral curve properties.
result Rationality criteria are sufficient for finite-type solutions with complementary boundary conditions.

In trying to provide explicit deformations of quadrics the starting point of our investigation is to use Bianchi's link between real deformations of totally real regions of real paraboloids and various totally real forms of the sine-Gordon equation coupled with Bianchi's simple observation that the vacuum soliton of th…

2008-08-14abs ↗pdf ↗

Conway-Gordon proved that for every spatial complete graph on 6 vertices, the sum of the linking numbers over all of the constituent 2-component links is congruent to 1 modulo 2, and for every spatial complete graph on 7 vertices, the sum of the Arf invariants over all of the Hamiltonian knots is also congruent to 1 mo…

2011-04-05abs ↗pdf ↗

In this paper we describe the geometry of distributions by their symmetries, and present a simplified proof of the Frobenius theorem and some related corollaries. Then, we study the geometry of solutions of FF-Gordon equation; A PDE which appears in differential geometry and relativistic field theory.

2009-08-25abs ↗pdf ↗

In this paper we prove that the Casson-Gordon invariants of the connected sum of two knots split when the Alexander polynomials of the knots are coprime. As one application, for any knot K, all but finitely many algebraically slice twisted doubles of K are linearly independent in the knot concordance group.

2001-02-15abs ↗pdf ↗

We use twisted Alexander polynomials to show that certain algebraically slice 2-bridge knots are not topologically slice, even though all prime power Casson-Gordon signatures vanish. We also provide some computations indicating the efficacy of Casson-Gordon signatures in obstructing the smooth sliceness of 2-bridge kno…

2015-07-06abs ↗pdf ↗

It is shown that both the sinh--Gordon equation and the elliptic Tzitzeica equation can be interpreted as the Taubes equation for Abelian vortices on a CMC surface embedded in R2,1\R^{2, 1}, or on a surface conformally related to a hyperbolic affine sphere in R3\R^3. In both cases the Higgs field and the U(1) vortex conn…

2011-12-30abs ↗pdf ↗

Extends Gordon-Litherland pairing to links in thickened surfaces, defining new invariants.

problem Defining invariants for links in thickened surfaces.
method Extending Gordon-Litherland pairing, defining new invariants based on spanning surfaces.
result Invariants depend only on SS^*-equivalence class of spanning surfaces and give well-defined invariants of virtual links.

In 1983, Conway-Gordon showed that for every spatial complete graph on 6 vertices, the sum of the linking numbers over all of the constituent 2-component links is congruent to 1 modulo 2, and for every spatial complete graph on 7 vertices, the sum of the Arf invariants over all of the Hamiltonian knots is also congruen…

2009-07-01abs ↗pdf ↗

We demonstrate a family of Strichartz estimates for the conformally invariant Klein-Gordon equation on a class of asymptotically de Sitter spaces with C^2 metrics by using well-known local Strichartz estimates and a rescaling argument. This class of metrics includes de Sitter space. We also give an application of the e…

2009-09-14abs ↗pdf ↗

This note summarizes results that were obtained by the author in his habilitation thesis (arXiv:1607.08792) concerning the development of a spectral theory for simply periodic, 2-dimensional, complex-valued solutions of the sinh-Gordon equation. Spectral data for such solutions are defined for periodic Cauchy data on a…

2017-01-11abs ↗pdf ↗

Study on surfaces in Heisenberg group with constant mean curvature.

problem Constant mean curvature surfaces in the Heisenberg group.
method Proves surfaces in a neighborhood of non-umbilic points are solutions to a sinh-Gordon equation with a differential constraint.
result Surfaces in Heisenberg group with constant mean curvature described by solutions to sinh-Gordon equation.

Given a rational homology sphere which bounds rational homology balls, we investigate the complexity of these balls as measured by the number of 1-handles in a handle decomposition. We use Casson-Gordon invariants to obtain lower bounds which also lead to lower bounds on the fusion number of ribbon knots. We use Levine…

2016-10-31abs ↗pdf ↗