3 papers
math.NT2025
An algorithm for the Product-Sum Equality
Hlib Husarov, Eberhard Mayerhofer
We propose a recursive algorithm for identifying all finite sequences of positive integers whose product equals their sum. Our method uses solutions of strictly shorter length that…
q-fin.PM2024
Asymptotic methods for transaction costs
Eberhard Mayerhofer
We propose a general approximation method for determining optimal trading strategies in markets with proportional transaction costs, with a polynomial approximation of the residual…
q-fin.PM2024
Almost Perfect Shadow Prices
Eberhard Mayerhofer
Shadow prices simplify the derivation of optimal trading strategies in markets with transaction costs by transferring optimization into a more tractable, frictionless market. This…