2 citations · 2 across the 2 of their papers we have counts for
3 papers
q-fin.MF2021
Hedging Goals
Thomas Krabichler, Marcus Wunsch
Goal-based investing is concerned with reaching a monetary investment goal by a given finite deadline, which differs from mean-variance optimization in modern portfolio theory. In…
math.AP2012
On the weakly dissipative Camassa-Holm, Degasperis-Procesi, and Novikov equations
Jonatan Lenells, Marcus Wunsch
We show that the weakly dissipative Camassa-Holm, Degasperis-Procesi, Hunter-Saxton, and Novikov equations can be reduced to their non-dissipative versions by means of an exponenti…
math.AP2011★ 2 cited
Weak geodesic flow on a semi-direct product and global solutions to the periodic Hunter-Saxton system
Marcus Wunsch
We give explicit solutions to the two-component Hunter-Saxton system on the unit circle. Moreover, we show how global weak solutions can be naturally constructed using the geometri…