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In this review we establish various connections between complex networks and symmetry. While special types of symmetries (e.g., automorphisms) are studied in detail within discrete mathematics for pa...
Complex Networks and Symmetry II: Reciprocity and Evolution of World Trade
complexity networks symmetry breaking
2010/10/21
We exploit the symmetry concepts developed in the companion review of this article to introduce a stochastic version of link reversal symmetry, which leads to an improved understanding of the reciproc...
Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions
nonlinear PDEs illiquid markets option pricing invariant reductions
2010/10/21
We study the general model of self-financing trading strategies in illiquid markets introduced by Schoenbucher and Wilmott, 2000. A hedging strategy in the framework of this model satisfies a nonlinea...
Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions
Pricing options illiquid markets optimal systems symmetry reductions
2010/10/18
We study a class of nonlinear pricing models which involves the feedback effect from the dynamic hedging strategies on the price of asset introduced by Sircar and Papanicolaou. We are first to study ...
Geometric extension of put-call symmetry in the multiasset setting
Geometric extension symmetry multiasset setting
2010/12/20
In this paper we show how to relate European call and put options on multiple assets to certain convex bodies called lift zonoids. Based on this, geometric properties can be translated into economic ...
These notes discuss several topics in neoclassical economics and alternatives, with an aim of reviewing fundamental issues in modeling economic markets. I start with a brief, non-rigorous summary of t...
Semiparametric Estimation of a Nonstationary Panel Data Transformation Model under Symmetry
Panel Data Transformation Model Nonstationarity Fixed-effects model Maximum Rank Correlation Estimator
2010/7/2
This paper considers semiparametric estimation of a nonstationary transformation model with panel data. While nonstationarity is a common phenomenon in applied research, one of the drawbacks of most e...