activity
20112026
most citedOn a pricing problem for a multi-asset option with general transaction costs

1 citations · 2 across the 22 of their papers we have counts for

collaborators

24 papers

math.CA2026

A 2+1-dimensional extended Dym equation: moving boundary problems solvable via Painlevé II symmetry reduction

Colin Rogers, Pablo Amster

A 2+1-dimensional extension of the solitonic Dym equation is shown to admit a Painlevé II symmetry reduction which permits the exact solution of a class of Stefan-type moving bound…

nlin.SI2026

An Extended Modified Kadomtsov-Petviashvili Equation: Ermakov-Painlevé II Symmetry Reduction with Moving Boundary Application

Colin Rogers, Pablo Amster

Here, a novel 2+1-dimensional nonlinear evolution equation with temporal modulation is introduced which admits integrable Ermakov-Painlevé II symmetry reduction. Application is mad…

nlin.SI2026

On an integrable 2+1-dimensional extended Dym equation: Lax pair, -dressing scheme and modulation

Boris Konopelchenko, Colin Rogers, Pablo Amster

In 1+1-dimensions, an extension of the canonical solitonic Dym equation has previously been derived both in a geometric torsion evolution context and in the analysis of peakon soli…

math.CA2025

A discretisation of the Ermakov-Painlevé II equation: Dirichlet and Robin-type boundary value problems

Pablo Amster, Colin Rogers

Two-point boundary value problems for a discrete Ermakov-Painlevé II equation are analysed by means of topological methods. In addition, an alternative variational approach is deta…

math.CA2023

An abstract Gronwall inequality on a Banach lattice

Pablo Amster, Julián Epstein

An abstract version of the celebrated inequality is described by means of the spectral bound of an operator defined on a Banach lattice. As a consequence, uniqueness and continuous…

math.OC2023

Periodic oscillations in electrostatic actuators under time delayed feedback controller

Pablo Amster, Andrés Rivera, John A. Arredondo

In this paper, we prove the existence of two positive -periodic solutions of an electrostatic actuator modeled by the time-delayed Duffing equation $$\ddot{x}(t)+f_{D}(x(t),\dot…

math.CA2021

On persistence of a Nicholson-type system with multiple delays and nonlinear harvesting

Pablo Amster, Melanie Bondorevsky

An N-dimensional generalization of Nicholson's equation is analyzed. We consider a model including multiple delays, nonlinear coefficients and a nonlinear harvesting term. Inspired…

math.FA2021

On a theorem by Browder and its application to nonlinear boundary value problems

Pablo Amster

In a paper from 1960, Felix Browder established a theorem concerning the continuation of the fixed points of a family of continuous functions depending continuously on…

math.CA2021

On an affinity principle by Krasnoselskii

Pablo Amster, Julián Epstein

An abstract formulation of a duality principle established by Krasnoselskii is presented. Under appropriate conditions, it shall be shown that, if the solutions of a nonlinear func…

math.CA2020

On Landesman-Lazer conditions and the Fundamental Theorem of Algebra

Pablo Amster

We give an elementary proof of a Landesman-Lazer type result for systems by means of a shooting argument and explore its connection with the fundamental theorem of algebra.

math.DS2020

On the Solvability of the Periodically Forced Relativistic Pendulum Equation on Time Scales

Pablo Amster, Mariel P. Kuna, Dionicio D. Santos

We study some properties of the range of the relativistic pendulum operator , that is, the set of possible continuous -periodic forcing terms for which the equat…

math.DS2020

Multiplicity of Periodic Solutions for Dynamic Liénard Equations with Delay and Singular -laplacian of Relativistic Type

Pablo Amster, Mariel P. Kuna, Dionicio D. Santos

We study the existence and multiplicity of periodic solutions for singular -laplacian equations with delay on time scales. We prove the existence of multiple solutions using top…

math.DS2020

Periodic solutions for a nonautonomous mathematical model of hematopoietic stem cell dynamics

Mostafa Adimy, Pablo Amster, Julián Epstein

The main purpose of this paper is to study the existence of periodic solutions for a nonautonomous differential-difference system describing the dynamics of hematopoietic stem cell…

math.CA2020

Systems of functional-differential equations periodic solutions for systems of functional-differential semilinear equations at resonance

Pablo Amster, Julián Epstein, Arturo Sanjuán

Motivated by Lazer-Leach type results, we study the existence of periodic solutions for systems of functional-differential equations at resonance with an arbitrary even-dimensional…

math.CA2020

Persistence and periodic solutions in systems of delay differential equations

Pablo Amster, Melanie Bondorevsky

We study semi-dynamical systems associated to delay differential equations. We give a simple criteria to obtain weak and strong persistence and provide sufficient conditions to gua…

math.CA2018

On exact multiplicity for a second order equation with radiation boundary conditions

Pablo Amster, Mariel P. Kuna

A second order ordinary differential equation with a superlinear term under radiation boundary conditions is studied. Using a shooting argument, all the results obtained i…

math.CA2018

Multiple solutions for periodic perturbations of a delayed autonomous system near an equilibrium

Pablo Amster, Mariel P. Kuna, Gonzalo Robledo

Small non-autonomous perturbations around an equilibrium of a nonlinear delayed system are studied. Under appropriate assumptions, it is shown that the number of -periodic solut…

q-fin.MF2018

Adapting the CVA model to Leland's framework

P. Amster, A. P. Mogni

We consider the framework proposed by Burgard and Kjaer (2011) that derives the PDE which governs the price of an option including bilateral counterparty risk and funding. We exten…

math.FA2017

A global bifurcation theorem for critical values of maps in Banach spaces

Pablo Amster, Pierluigi Benevieri, Julian Haddad

We present a global bifurcation result for critical values of maps in Banach spaces. The approach is topological based on homotopy equivalence of pairs of topological spaces.…

q-fin.CP2017★ 1 cited

On a pricing problem for a multi-asset option with general transaction costs

Pablo Amster, Andres P. Mogni

We consider a Black-Scholes type equation arising on a pricing model for a multi-asset option with general transaction costs. The pioneering work of Leland is thus extended in two…

math.DS2016

Systems of Delay Differential Equations: Analysis of a model with feedback

Pablo Amster, Carlos Alliera

Self-regulatory models are common in nature, as described e.g. in (\cite{mur}), (\cite{ha}) and (\cite{Gb}).\\ Let us consider a system made up of a number of glands as a motivatio…

math.CA2015

Existence and multiplicity of periodic solutions for a hematopoiesis model

Pablo Amster, Rocío Balderrama

A general nonautonomous Mackey-Glass equation for the regulation of the hematopoiesis with several non-constant delays is studied. Using topological degree methods, we prove the ex…

math.CA2013★ 1 cited

On existence of periodic solutions for Kepler type problems

Pablo Amster, Julián Haddad

We prove existence and multiplicity of periodic motions for the forced 2-body problem under conditions of topological character. In the different cases, the lower bounds obtained f…

math.DS2011

Stability of Hahnfeldt Angiogenesis Models with Time Lags

P. Amster, L. Berezansky, L. Idels

Mathematical models of angiogenesis, pioneered by P. Hahnfeldt, are under study. To enrich the dynamics of three models, we introduced biologically motivated time-varying delays. A…