The tensor rank (also known as generalized Schmidt rank) of multipartite pure states plays an important role in the study of entanglement classifications and transformations. We employ powerful tools from the theory of ...
To date, classical mass renormalization has been invoked in all tube-based self-force calculations, thus following the method introduced in Dirac's 1938 calculation of the electromagnetic self-force for the classical ...
Dynamic Arrow-type price dynamics are investigated in a continuous time framework. The existence of a unique equilibrium is first proved under realistic conditions. Then, the local asymptotic stability of the equilibrium ...
Dynamic rent-seeking games with nonlinear cost functions are analyzed. The local asymptotic stability of the solution is first examined. We show that in the absence of a dominant agent, all eigenvalues of the Jacobian are ...
Hogan, W(ANU College of Business & Economics, 2009-01)
The Australian Government's guarantee of funds lodged with deposit-taking entities in Australia, and of security issues by Australian banks, has fostered support for smaller and less well-placed financial entities compared ...
Glover, K; Peskir, G; Samee, F(Taylor and Francis, 2011-01)
Following the economic rationale of the British put and call option, we present a new class of lookback options (by first studying the canonical 'Russian' variant) where the holder enjoys the early exercise feature of ...
In this article we investigate the design of scoring schemes for surveys using the block total response method. This method was first proposed by Raghavarao and Federer ( 1979) to provide accurate estimates of the base ...
The base of digit roots of elements of a sequence of numbers is defined, with examples given for the Fibonacci, Lucas, Lucas-Lehmer and Euler sequences. The theory is then applied to extensions of the Pell-Padovan and ...
The credit spread represents the difference in the yields between different risk or ratings classes of securities with the same maturity. The objective of this study is to provide an understanding of the distributional ...
A discrete time model of a financial market is developed, in which heterogeneous interacting groups of agents allocate their wealth between two risky assets and a riskless asset. In each period each group formulates its ...
The context for this article is a continuous financial market consisting of a risk-free savings account and a single non-dividend-paying risky security. We present two concrete models for this market, in which strict local ...
This paperexaminesthedynamicsoffinancialdistressandinparticularthemechanism of transmissionofshocksfromthefinancialsectortotherealeconomy.Theanalysisis performedbyrepresentingthelinkagesbetweenmicroeconomicfinancialvariablesand ...
This paper deals with the well-posedness of the global solution of a small initial value problem for a generalized Boussinesq equation. The conditions for the existence and uniqueness of the solution to the problem are ...
Winter's measurement compression theorem stands as one of the most penetrating insights of quantum information theory (QIT). In addition to making an original and profound statement about measurement in quantum theory, it ...
The majority of research on bilevel programming has centered on the linear version of the problem in which only one leader and one follower are involved. This paper addresses linear bilevel multi-follower programming (BLMFP) ...
In a real world bilevel decision-making, the lower level of a bilevel decision usually involves multiple decision units. This paper proposes the Kth-best approach for linear bilevel multifollower programming problems with ...