arXiv research

The paper studies polar normalizations of skew ruled surfaces in 3D space.

Study local volatility from rough volatility models, finding new skew rule.

We consider the Laplace normal vector field of relatively normalized ruled surfaces with non-vanishing Gaussian curvature in the three-dimensional Euclidean space $\mathbb{R}^{3}$. We determine all ruled surfaces and all relative normalizations for which the Laplace normal image degenerates into a point or into a curve…

This paper deals with skew ruled surfaces $\varPhi$ in the Euclidean space $\mathbb{E}^{3}$ which are right normalized, that is they are equipped with relative normalizations, whose support function is of the form $q(u,v) = \frac{f(u) + g(u)\, v}{w(u,v)}$, where $w^2(u,v)$ is the discriminant of the first fundamental f…

This study examines geometric properties and offsets of slant timelike-ruled surfaces.

This paper deals with relative normalizations of skew ruled surfaces in the Euclidean space $\mathbb{E}^{3}$. In section 2 we investigate some new formulae concerning the Pick invariant, the relative curvature, the relative mean curvature and the curvature of the relative metric of a relatively normalized ruled surface…

Study on skew and curvature of implied and local volatilities using Malliavin calculus.

We consider a skew ruled surface $Φ$ in the Euclidean space $E^{3}$ and relative normalizations of it, so that the relative normals at each point lie in the corresponding asymptotic plane of $Φ$. We call such relative normalizations and the resulting relative images of $Φ$ \emph{asymptotic}. We determine all ruled surf…

A skew brane is an immersed codimension 2 submanifold in affine space, free from pairs of parallel tangent spaces. Using Morse theory, we prove that a skew brane cannot lie on a quadratic hypersurface. We also prove that there are no skew loops on embedded ruled developable discs in 3-space. The paper extends recent wo…

A skew loop is a closed curve without parallel tangent lines. We prove: The only complete surfaces in euclidean 3-space with a point of positive curvature and no skew loops are the quadrics. In particular, ellipsoids are the only closed surfaces without skew loops. We also prove results about skew loops on cylinders an…

The paper classifies surfaces with constant skew curvature in 3-space forms.

We show that one can skip the skew-symmetry assumption in the definition of Nambu-Poisson brackets. In other words, a n-ary bracket on the algebra of smooth functions which satisfies the Leibniz rule and a n-ary version of the Jacobi identity must be skew-symmetric. A similar result holds for a non-antisymmetric versio…

Paper proves SVV model reproduces power-law skew in implied volatilities.

We present extensive evidence that ``risk premium'' is strongly correlated with tail-risk skewness but very little with volatility. We introduce a new, intuitive definition of skewness and elicit an approximately linear relation between the Sharpe ratio of various risk premium strategies (Equity, Fama-French, FX Carry,…

Some known results on torsionfree connections with skew-symmetric Ricci tensor on surfaces are extended to connections with torsion, and Wong's canonical coordinate form of such connections is simplified.

We use categorical skew Howe duality to find recursion rules that compute categorified sl(N) invariants of rational tangles colored by exterior powers of the standard representation. Further, we offer a geometric interpretation of these rules which suggests a connection to Floer theory. Along the way we make progress t…

DCNN improves volatility smile and skewness calibration without arbitrage constraints.

The paper introduces new portfolio rules beyond mean-variance, addressing asymmetry and uncertainty.

Study irrational rotations and construct 2-filling rays on infinite type surfaces.

Model captures SPX and VIX volatility surfaces and skew-stickiness ratio.

Computes cohomology of rank 2 bundles, linking to skew Schur polynomials.

Investigates surfaces with prescribed mean and skew curvatures in Lorentz-Minkowski space.

In this study, we give the relationships between the conical curvatures of ruled surfaces drawn by the unit vectors of the ruling, central normal and central tangent of a regular ruled surface in the Euclidean -space. We obtain the differential equations characterizing slant ruled surfaces and if the reference ruled su…

Modeling implied volatility surface dynamics with Hawkes kernels.

In this study, we define some new types of ruled surfaces called slant ruled surfaces. We give some characterizations for a regular ruled surface to be a slant ruled surface in Euclidean 3- space. We show that if the slant ruled surface is developable then the striction curve is a general helix or a slant helix accordi…

Study ruled surfaces with finite multiplicity, focusing on their curves and singularities.

In this study, we introduce Darboux slant ruled surfaces in the Euclidean 3-space which is defined by the property that the Darboux vector of orthonormel frame of ruled surface makes a constant angle with a fixed, non-zero direction. We obtain the characterizations of Darboux slant ruled surfaces regarding the conical …

In this study, we define some new types of non-null ruled surfaces called slant ruled surfaces in the Minkowski 3-space E_1^3. We introduce some characterizations for a non-null ruled surface to be a slant ruled surface in E_1^3. Moreover, we obtain some corollaries which give the relationships between a non-null slant…

In this study, we consider the notion of similar ruled surface for timelike and spacelike ruled surfaces in Minkowski 3-space. We obtain some properties of these special surfaces in E_1^3 and we show that developable ruled surfaces in E_1^3 form a family of similar ruled surfaces if and only if the striction curves of …

Skew parallelogram nets factorize, encompassing discrete differential geometry.

In this study, we define a family of ruled surfaces in the Euclidean 3-space E^3 and called similar ruled surfaces. We obtain some properties of these special surfaces and we show that developable ruled surfaces form a family of similar ruled surfaces if and only if the striction curves of the surfaces are similar curv…

Study embeds ruled surfaces into symplectic manifolds, finds Stein fillability results.

New type of ruled surfaces studied with properties and examples.

In this paper, using the classifications of timelike and spacelike ruled surfaces, we study the Mannheim offsets of timelike ruled surfaces in Minkowski 3-space. Firstly, we define the Mannheim offsets of a timelike ruled surface by considering the Lorentzian casual character of the offset surface. We obtain that the M…

The Lamarle Formula, given by Kruppa in \cite{Kr}, is known as a relationship between the Gaussian curvature and the distribution parameter of a ruled surface in the surface theory. The ruled surfaces were investigated in 3 different classes with respect to the character of base curves and rulings, \cite{Tu1},\cite{Tu2…

We classify ruled minimal surfaces in $\Bbb R^3$ with density $e^z.$ It is showed that there is no noncylindrical ruled minimal surface and there is a family of cylindrical ruled minimal surfaces in $\Bbb R^3$ with density $e^z.$ It is also proved that all translation minimal surfaces are ruled.

In this paper, we define dual geodesic trihedron(dual Darboux frame) of a spacelike ruled surface. Then, we study Mannheim offsets of spacelike ruled surfaces in dual Lorentzian space by considering the E. Study Mapping. We represent spacelike ruled surfaces by dual Lorentzian unit spherical curves and define Mannheim …

Study classifies ruled surfaces critical to Dirichlet energy.

In this paper, we consider non developable ruled surface with spacelike ruling, timelike ruling, respectively. We give the relations between the structure functions with the curvature and torsion of the striction line of the timelike and spacelike non developable ruled surfaces. Also, we have calculated the gaussian an…

The paper explores properties of affine Szabó manifolds and their metrics.

Defines new ruled surfaces using alternative frames and analyzes their geometric properties.

In this paper, we introduce the dual geodesic trihedron (dual Darboux frame) of a timelike ruled surface. By the aid of the E. Study Mapping, we consider timelike ruled surfaces as dual hyperbolic spherical curves and define the Mannheim offsets of timelike ruled surfaces by means of dual Darboux frame. We obtain the r…

The skew mean curvature flow(SMCF), which origins from the study of fluid dynamics, describes the evolution of a codimension two submanifold along its binormal direction. We study the basic properties of the SMCF and prove the existence of a short-time solution to the initial value problem of the SMCF of compact surfac…

Extended Jarrow-Rudd model with skewness and kurtosis for option pricing.

Paper classifies ruled surfaces in Lorentz-Minkowski space for a specific flow.

The equation determining whether a projective structure admits a connection in its given projective class that has skew-symmetric Ricci tensor is an overdetermined system of semi-linear partial differential equations which we call the projective Einstein-Weyl (pEW) equation. In 2-dimensions, we give local obstructions …

The paper classifies ruled surfaces in Lorentz-Minkowski space that are stationary for the moment of inertia.

Defines and analyzes generalized normal ruled surfaces of curves in 3D space.