Zobrazeno 1 - 10
of 798
pro vyhledávání: '"Feldman, K."'
Autor:
Feldman, K. E.
We derive analytic formulae which link $\alpha$, $\nu$ and $\rho$ parameters in Andreasen-Huge style SABR model to the ATM price and option prices at four strikes close to ATM. Based on these formulae we give a characterisation for the SABR parameter
Externí odkaz:
http://arxiv.org/abs/2008.09108
Autor:
Feldman, K. E.
Publikováno v:
Wilmott, Volume 2020, Issue106, March 2020, Pages 76-81
We derive measure change formulae required to price midcurve swaptions in the forward swap annuity measure with stochastic annuities' ratios. We construct the corresponding linear and exponential terminal swap rate pricing models and show how they ca
Externí odkaz:
http://arxiv.org/abs/1812.07415
Autor:
Feldman, K. E.
We show that the Cappell-Shaneson version of Pick's theorem for simple lattice polytopes is a consequence of a general relation between characteristic numbers of virtual submanifolds dual to the characteristic classes of a stably almost complex manif
Externí odkaz:
http://arxiv.org/abs/0710.0828
Autor:
Feldman, K. E.
We give an explicit comparison of eigenvalues and eigenvectors of XY Hamiltonians of an open linear spin-1/2 chain and a closed spin-1/2 ring with periodic in space coefficients. It is shown that the Hamiltonian of a k-periodic chain with nk-1 sites
Externí odkaz:
http://arxiv.org/abs/quant-ph/0703053
Autor:
Feldman, K. E.
Publikováno v:
J. Phys. A: Math. Gen., V. 39 (2006), 1039--1056
A new method of diagonalisation of the XY-Hamiltonian of inhomogeneous open linear chains with periodic (in space) changing Larmor frequencies and coupling constants is developed. As an example of application, multiple quantum dynamics of an inhomoge
Externí odkaz:
http://arxiv.org/abs/quant-ph/0510070
Autor:
Braden, H. W., Feldman, K. E.
We give a new derivation and characterisation of the generalised elliptic genus of Krichever-H\"ohn by means of a functional equation.
Comment: To be published in the collection honouring Francesco Calogero's 70-th birthday
Comment: To be published in the collection honouring Francesco Calogero's 70-th birthday
Externí odkaz:
http://arxiv.org/abs/math-ph/0501011
Autor:
Feldman, K. E.
Publikováno v:
Russ. Math. Surveys, V 56(2001), no. 5, 978-979
In the paper we describe obstructions for the existence of symplectic and Hamiltonian symplectic circle actions on closed compact manifolds in terms of Hirzebruch genera and relations between differential and homotopic invariants of such manifolds.
Externí odkaz:
http://arxiv.org/abs/math/0110028
Autor:
Feldman, K. E.
Publikováno v:
The Quarterly Journal of Mathematics, V. 53 (2002), no. 4, 421--429
We present a solution of the generalized Hirzebruch problem on the relations between the Chern numbers of a stably almost complex manifold and the Chern numbers of its virtual Chern submanifolds.
Comment: 10 pages
Comment: 10 pages
Externí odkaz:
http://arxiv.org/abs/math/0102067
Autor:
Feldman, K. E.
Publikováno v:
Bulletin of Moscow University, Ser. 1, Math. Mech. (2000) 61
A new simple way to prove the Frobenius conjecture on the dimensions of real algebras without zero divisors is given.
Comment: 3 pages, some English has been corrected
Comment: 3 pages, some English has been corrected
Externí odkaz:
http://arxiv.org/abs/math/0009022
Autor:
Buchstaber, V. M., Feldman, K. E.
The theory of indices of Morse--Bott vector fields on a manifold is constructed and the famous localization problem for the transfer map is solved on its base in the present paper. As a consequence, we obtained addition theorems for the universal Pon
Externí odkaz:
http://arxiv.org/abs/math/0002172