Zobrazeno 1 - 10
of 93
pro vyhledávání: '"Peibiao Zhao"'
Publikováno v:
AIMS Mathematics, Vol 8, Iss 12, Pp 30419-30428 (2023)
We introduce a generalized concept of arbitrage, excess profit relative to the benchmark asset under $ \alpha $-confidence level, $ \alpha $-REP, in a single-period market model with proportional transaction costs. We obtain a fundamental theorem of
Externí odkaz:
https://doaj.org/article/22a651ead9ff4700aaebd88c59b7d8cd
Autor:
Jun Zhao, Peibiao Zhao
Publikováno v:
AIMS Mathematics, Vol 8, Iss 7, Pp 15651-15669 (2023)
This paper first studies the quantile hedging problem of contingent claims in an uncertain market model. A special kind of no-arbitrage, that is, the absence of immediate profit, is characterized. Instead of the traditional no-arbitrage targeting the
Externí odkaz:
https://doaj.org/article/bfd80b5e156e462abbfd40e05d098f0c
Autor:
Wanxiao Tang, Peibiao Zhao
Publikováno v:
Discrete Dynamics in Nature and Society, Vol 2023 (2023)
We find a novel and intimate correspondence in the present paper between the martingale and one-parameter transformation group and develop a nonequilibrium geometric no-arbitrage principle to a frictional financial market via this correspondence. Fur
Externí odkaz:
https://doaj.org/article/8367e0843d1b4494b38b6160f96ad7a7
Publikováno v:
Journal of Inequalities and Applications, Vol 2021, Iss 1, Pp 1-13 (2021)
Abstract In this paper, we establish a finiteness theorem for L p $L^{p}$ harmonic 1-forms on a locally conformally flat Riemannian manifold under the assumptions on the Schrödinger operators involving the squared norm of the traceless Ricci form. T
Externí odkaz:
https://doaj.org/article/c8ba5a38d1c547b491819b7263fb321c
Autor:
Yan Zhang, Peibiao Zhao
Publikováno v:
Discrete Dynamics in Nature and Society, Vol 2022 (2022)
It is usually extremely difficult to derive an analytical solution to the Hamilton-Jacobi-Bellman (HJB) equation for some optimal control problems under general utility functions, while this paper provides a dual control method to solve the HJB equat
Externí odkaz:
https://doaj.org/article/66fe38c0b0644e46b3792fff0ef307fb
Publikováno v:
Frontiers in Public Health, Vol 9 (2021)
In Internet of Things (IoT)-based network systems (IoT-net), intrusion detection systems (IDS) play a significant role to maintain patient health records (PHR) in e-healthcare. IoT-net is a massive technology with security threats on the network laye
Externí odkaz:
https://doaj.org/article/ae5d5268ef554d4eb9bbf74712c69ca6
Publikováno v:
Results in Applied Mathematics, Vol 5, Iss , Pp - (2020)
Wang and Yang (2011) studied the strong deviation theorems of the n-th order identical distribution (for short i.d.) random sequences. In the present paper we arrive at the strong deviation theorems for the moving averages of the third order non iden
Externí odkaz:
https://doaj.org/article/0fb7a57382aa4505a5982cf437324fde
Publikováno v:
Open Mathematics, Vol 16, Iss 1, Pp 380-391 (2018)
In this paper, we obtain Chen’s inequalities for submanifolds in (κ, μ)-contact space form endowed with a semi-symmetric metric connection.
Externí odkaz:
https://doaj.org/article/9b7e903b7b3e47e29b229721e9ff1bae
Publikováno v:
Journal of Inequalities and Applications, Vol 2017, Iss 1, Pp 1-13 (2017)
Abstract Let M m $M^{m}$ be a compact convex hypersurface in R m + 1 $R^{m+1}$ . In this paper, we prove that if the principal curvatures λ i $\lambda_{i}$ of M m $M^{m}$ satisfy 0 < λ 1 ≤ ⋯ ≤ λ m $0
Externí odkaz:
https://doaj.org/article/f41b4405ecd141c591e8ca1ce2b77d0b
Autor:
Guoqing He, Peibiao Zhao
Publikováno v:
Journal of Inequalities and Applications, Vol 2017, Iss 1, Pp 1-12 (2017)
Abstract In this paper, we prove weighted quantitative isoperimetric inequalities for the set E α = { ( x , y ) ∈ R h + 1 : | y | < ∫ arcsin | x | π 2 sin α + 1 ( t ) d t , | x | < 1 } $E_{\alpha}= \{(x,y)\in {R}^{h+1}: \vert y \vert
Externí odkaz:
https://doaj.org/article/3d24b181f4f1439a81f55b3ddda4109c