Optimal trading strategies for pairs have been studied by models that try to find either optimal shares of stocks assuming no transaction costs or timing fixed numbers with costs. To determine optimally both trade times and number in a process, we use singular stochastic control approach study an problem proportional Assuming cointegrated relationship pair stock log-prices, consider portfolio o...

<p style='text-indent:20px;'>We consider parabolic equations on bounded smooth open sets <inline-formula><tex-math id="M1">\begin{document}$ {\Omega}\subset \mathbb{R}^N $\end{document}</tex-math></inline-formula> (<inline-formula><tex-math id="M2">\begin{document}$ N\ge 1 $\end{document}</tex-math></inline-formula>) with mixed Dirichlet typ...

Many quantum control problems are formulated as a search for an optimal field that maximizes a physical objective. This search is performed over a landscape defined as the objective as a function of the control field. A recent Letter [1] asserts that the existence of special landscape critical points (CPs) with trapping characteristics is " contrary to recent claims in the literature " and " ca...