Asset Pricing under the Quadratic Class

In 1968 Shanks [18] proposed an algorithm relying on the baby-step giant-step method in order to compute the structure of the ideal class group of an imaginary quadratic number field

Poly (2013): Absolute continuity and convergence of densities for random vectors on Wiener chaos. Peccati (2012): Normal Approximations with

the homology of the quotient spae in many ases of non-trivial lass group2. A ompletely dierent method to obtain

In 1984, Cohen and Lenstra [CoLe84] made a number of conjectures about the structure of the class group and divisibility properties of class numbers of real and imaginary

This procedure should work for any higher class group of totally real abelian number fields, but in cases different from real quadratic fields the group theory which is necessary

In this paper, we propose a new unsupervised unmixing method based on the assumption of a linear-quadratic mixing model, that deals with intra-class spectral variability.. A

To the best of our knowledge, this is the first study that proves a (global) uniqueness result for a system of fully coupled quadratic BSDEs. In Proposition 4.3, we show that,

In this paper, we study a class of stochastic optimal control problems, where the drift term of the equation has a linear growth on the control variable, the cost functional has