5 citations · 13 across the 6 of their papers we have counts for
6 papers
Analytic Calibration in Andreasen-Huge SABR Model
K. E. Feldman
We derive analytic formulae which link , and parameters in Andreasen-Huge style SABR model to the ATM price and option prices at four strikes close to ATM. Based on thes…
Miraculous Cancellation and Pick's Theorem
K. E. Feldman
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 submanifol…
Functional Equations and the Generalised Elliptic Genus
H. W. Braden, K. E. Feldman
We give a new derivation and characterisation of the generalised elliptic genus of Krichever-Höhn by means of a functional equation.
Chern numbers of Chern submanifolds
K. E. Feldman
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 Cher…
A new proof of the Frobenius conjecture on the dimensions of real algebras without zero divisors
K. E. Feldman
A new simple way to prove the Frobenius conjecture on the dimensions of real algebras without zero divisors is given.
An Index of an Equivariant Vector Field and Addition Theorems for Pontrjagin Characteristic Classes
V. M. Buchstaber, K. E. Feldman
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.…