Nilpotent local class field theory
Helmut Koch, Susanne Kukkuk, John Labute (1998)
Acta Arithmetica
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Helmut Koch, Susanne Kukkuk, John Labute (1998)
Acta Arithmetica
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Patrick Morton (1998)
Acta Arithmetica
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François Destrempes (1993)
Acta Arithmetica
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Beltiţă, Daniel (2004)
Journal of Lie Theory
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N. Macheras, W. Strauss (1994)
Fundamenta Mathematicae
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We discuss the permanence of strong liftings under the formation of projective limits. The results are based on an appropriate consistency condition of the liftings with the projective system called "self-consistency", which is fulfilled in many situations. In addition, we study the relationship of self-consistency and completion regularity as well as projective limits of lifting topologies.
Umberto Zannier (1993)
Acta Arithmetica
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Imre Z. Ruzsa (1993)
Acta Arithmetica
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C. Badea (1993)
Acta Arithmetica
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Marek Rutkowski (1998)
Applicationes Mathematicae
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Recently, there has been a growing interest in optimization problems associated with the arbitrage pricing of derivative securities in imperfect markets (in particular, in models with transaction costs). In this paper, we examine the valuation and hedging of European claims in the multiplicative binomial model proposed by Cox, Ross and Rubinstein [5] (the CRR model), in the presence of proportional transaction costs. We focus on the optimality of replication; in particular, we provide...