10 citations · 14 across the 10 of their papers we have counts for
3 papers · 1 filter
Fair pricing and hedging under small perturbations of the numéraire on a finite probability space
William Busching, Delphine Hintz, Oleksii Mostovyi +1
We consider the problem of fair pricing and hedging under small perturbations of the numéraire. We show that for replicable claims, the change of numéraire affects neither the fair…
Stochastic Scaling in Loss Functions for Physics-Informed Neural Networks
Ethan Mills, Alexey Pozdnyakov
Differential equations are used in a wide variety of disciplines, describing the complex behavior of the physical world. Analytic solutions to these equations are often difficult t…
Murmurations of elliptic curves
Yang-Hui He, Kyu-Hwan Lee, Thomas Oliver +1
We investigate the average value of the Frobenius trace at p over elliptic curves in a fixed conductor range with given rank. Plotting this average as p varies over the primes yiel…