Lewis' and Leep's bounds on the level and sublevel of quaternion algebras are extended to the class of composition algebras. Some simple constructions of composition algebras of known level values are given. In addition, ...
The question of which quadratic forms become isotropic when extended to the function field of a given form is studied. A formula for the minimum dimension of the minimal isotropic forms associated to such extensions is ...
Certain families of quaternion and octonion algebras are conjectured to be of level and sublevel n. A proof of this conjecture is offered in the case where n is a power of two. Hoffmann's proof of the existence of infinitely ...
In [O'S], the level and sublevel of composition algebras are studied, wherein these quantities are determined for those algebras defined over local fields. In this paper, the level and sublevel of composition algebras, of ...
In 1976 Procesi and Schacher developed an Artin–Schreier type theory for central simple algebras with involution and conjectured that in such an algebra a totally positive element is always a sum of hermitian squares. In ...
A key issue in the estimation of energy hedges is the hedgers’ attitude towards risk which is encapsulated in the form of the hedgers’ utility function. However, the literature typically uses only one form of utility ...
In speckle-based metrology systems, a finite range of possible motion or deformation can be measured. When coherent imaging systems with a single limiting aperture are used in speckle metrology, the observed decorrelation
effects ...
Asset allocation is critical for the portfolio management process. In this paper, we solve a dynamic asset allocation problem through a multiperiod stochastic programming model. The objective is to maximise the expected ...
Cotter, John(University College Dublin. School of Business. Centre for Financial Markets, 2004)
Key to the imposition of appropriate minimum capital requirements on a daily
basis requires accurate volatility estimation. Here, measures are presented based on discrete estimation of aggregated high frequency UK futures ...
Cotter, John(Money Macro and Finance Research Group, 2003)
Key to the imposition of appropriate minimum capital requirements on a daily
basis requires accurate volatility estimation. Here, measures are presented based on
discrete estimation of aggregated high frequency UK futures ...