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arXiv research

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.

168,922 papers · 148 categories

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48 results for reflection argument

Paper develops a new method for optimal stopping in American options.

problem Optimal stopping in American options with singular generators.
method Entropy-regularized penalization scheme for reflected BSDEs with singular generators.
result Limit of the penalization scheme solves a reflected BSDE with a logarithmically singular generator.

We show that an embedded minimal annulus Σ2B3Σ^2 \subset B^3 which intersects B3\partial B^3 orthogonally and is invariant under reflection through the coordinate planes is the critical catenoid. The proof uses nodal domain arguments and a characterization, due to Fraser and Schoen, of the critical catenoid as the unique…

2016-03-14abs ↗pdf ↗

We reduce the broken ray transform on some Riemannian manifolds (with corners) to the geodesic ray transform on another manifold, which is obtained from the original one by reflection. We give examples of this idea and present injectivity results for the broken ray transform using corresponding earlier results for the …

2013-06-03abs ↗pdf ↗

We consider the evolution of hypersurfaces on the unit sphere Sn+1\mathbb{S}^{n+1} by their mean curvature. We prove a differential Harnack inequality for any weakly convex solution to the mean curvature flow. As an application, by applying an Aleksandrov reflection argument, we classify convex, ancient solutions of the …

2015-08-12abs ↗pdf ↗

We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determi…

2016-03-21abs ↗pdf ↗

This PhD thesis studies the broken ray transform, a generalization of the geodesic X-ray transform where geodesics are replaced with broken rays that reflect on a part of the boundary. The fundamental question is whether this transform is injective. We employ four different methods to approach this question, and each o…

2014-09-26abs ↗pdf ↗

In this paper we apply techniques from optimal transport to study the neckpinch examples of Angenent-Knopf which arise through the Ricci flow on Sn+1\mathbb{S}^{n+1}. In particular, we recover their proof of 'single-point pinching' along the flow. Using the methods of optimal transportation, we are able to remove the ass…

2014-04-28abs ↗pdf ↗

Convex hypersurfaces in hyperbolic space evolve to geodesic spheres.

problem Volume preserving Gauss curvature flow of convex hypersurfaces in hyperbolic space.
method Volume preserving flow with speed given by Gauss curvature power α, using Alexandrov reflection and hyperbolic curvature measures.
result Smooth solution remains convex and converges to a geodesic sphere exponentially.

The paper prices long-term options with a reflecting barrier model.

problem Pricing long-term options with asset price limits.
method Model asset price as geometric Brownian motion with a lower reflecting barrier, pricing options using compound options.
result Option prices can be determined using standard risk-neutral arguments, and hedging strategies are available.

Study optimal consumption with relaxed benchmarks and drawdown constraints.

problem Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint.
method Transformed stochastic control problem into regular control problem with state-control constraints, then solved using dual transform and optimal consumption behavior.
result Closed-form solution for optimal investment and consumption in feedback form.

Study on holomorphic curves in 6-sphere with boundary conditions.

problem Characterizing holomorphic curves in nearly-Kähler 6-manifolds with boundary conditions.
method Complex-geometric methods, including second variation formula for area.
result Obtained rigidity results for reflection-invariant holomorphic curves and topological lower bounds for Morse index.

A discrete subgroup of the group of isometries of the hyperbolic space is called reflective if up to a finite index it is generated by reflections in hyperplanes. The main result of this paper is a complete classification of the reflective (and quasi-reflective) subgroups among the Bianchi groups and their extensions.

2012-10-09abs ↗pdf ↗

In this work we address the problem of argument search. The purpose of argument search is the distillation of pro and contra arguments for requested topics from large text corpora. In previous works, the usual approach is to use a standard search engine to extract text parts which are relevant to the given topic and su…

2019-05-26abs ↗pdf ↗

Survey explores interactions between four conformal dynamics branches.

problem Understanding complex dynamics through different mathematical concepts.
method Examples and general results with technical tools.
result Dynamical relations between Schwarz reflection parameter spaces and anti-rational maps/ reflection groups.

Minimal surfaces in 3-sphere created by reflections from polygons, with new examples based on pentagons.

problem Constructing minimal surfaces in 3-sphere using reflections.
method Minimal nn-gon solves free boundary problem; curvature lines combinatorics investigated.
result New examples of minimal reflection surfaces based on pentagons.

A hyperbolic lattice is called \textit{1.21.2-reflective} if the subgroup of its automorphism group generated by all 11- and 22-reflections is of finite index. The main result of this article is a complete classification of 1.21.2-reflective maximal anisotropic lattices of rank 44.

2016-10-19abs ↗pdf ↗

A hyperbolic reflection group is a discrete group generated by reflections in the faces of an nn-dimensional hyperbolic polyhedron. This survey article is dedicated to the study of arithmetic hyperbolic reflection groups with an emphasis on the results that were obtained in the last ten years and on the open problems.

2015-06-09abs ↗pdf ↗

This paper compares self-reflection and budget tuning for LLMs, revealing domain-specific performance gains.

problem Improving inference-time performance of LLMs without retraining, balancing quality, cost, and latency.
method Systematic comparison of self-reflection and budget tuning across mathematical reasoning and translation tasks, evaluating various LLMs and model families.
result Substantial domain-dependent variation in self-reflection effectiveness, with up to 220% performance gains in mathematical reasoning.

This paper describes caustics of wave fronts reflected by a surface.

problem Understanding the geometry of caustics formed by wave fronts reflected by a surface.
method Purely geometric description of caustics, clarifying their dependence on surface characteristics.
result Clarifies the geometry and topology of caustics formed by wave fronts after reflection from a mirror surface.

Bayesian algorithm improves best-arm identification within fixed budget.

problem Maximizing probability of identifying optimal arm within fixed budget.
method Proposes Bayesian elimination algorithm and derives upper bound on misidentification probability.
result Upper bound on misidentification probability reflects prior quality and matches lower bound.

Picard modular groups are shown to be generated by complex reflections.

problem Understanding the structure of Picard modular groups using reflections.
method Using presentations from previous works to show generation by reflections.
result Picard modular groups mPU(2,1,Od){ m PU}(2,1,\mathcal{O}_d) are generated by complex reflections.

The paper studies large deviation principles for stochastic volatility models with reflection, focusing on binary barrier options and call prices.

problem Large deviation principles for stochastic volatility models with reflection.
method Sample path and small-noise large deviation principles for the log-price process.
result Asymptotic behavior of binary barrier options and call prices in the small-noise regime.

In this paper, we develop a new mathematical technique which allows us to express the joint distribution of a Markov process and its running maximum (or minimum) through the marginal distribution of the process itself. This technique is an extension of the classical reflection principle for Brownian motion, and it is o…

2013-08-09abs ↗pdf ↗

After establishing the uniqueness of the continuation of local Cauchy data for harmonic maps between two Riemannian manifolds M and N, we prove (i) a reflection principle for a smooth minimal submanifold Y of a Riemannian manifold M that contains a reflective submanifold of M as a hypersurface and (ii) the reflection p…

2017-07-04abs ↗pdf ↗

This paper studies parabolic quasi-Coxeter elements in complex reflection groups and their combinatorial properties.

problem Characterizing and studying parabolic quasi-Coxeter elements in complex reflection groups.
method Defining and characterizing parabolic quasi-Coxeter elements, studying collections of reduced reflection factorizations and relative generating sets.
result Computing cardinalities of collections of reduced reflection factorizations and relative generating sets for large families of parabolic quasi-Coxeter elements.

Study reflection symmetry and APS boundary conditions on a warped cylinder.

problem Analyzing reflection symmetry and APS boundary conditions for twisted Dirac operators on a finite warped cylinder.
method Examined reflection symmetry and APS boundary conditions for twisted Dirac operators on a finite warped cylinder, considering both fixed and varying holonomy.
result Reflection symmetry lifts to a unitary symmetry under specific conditions, and the spectral flow admits an RO(O(2))-valued decomposition for fixed holonomy.

New link groups are derived from torus necklaces, connecting braid groups to reflection groups.

problem Understanding the relationship between braid groups and reflection groups.
method Constructing torus necklaces and linking them to braid groups of JJ-reflection groups.
result Link groups of torus necklaces are precisely braid groups of JJ-reflection groups, with meridians as braid reflections.