John Armstrong

Available identifiers

zbMath Open armstrong.johnMaRDI QIDQ276013

List of research outcomes

Publication	Date of Publication	Type
The importance of dynamic risk constraints for limited liability operators	2024-06-04	Paper
Projections of SDEs onto submanifolds	2024-01-16	Paper
Optimal projection filters with information geometry	2024-01-16	Paper
Option pricing models without probability: a rough paths approach	2023-09-28	Paper
Non‐geometric rough paths on manifolds	2023-08-22	Paper
Stochastic modeling of assets and liabilities with mortality risk	2021-12-08	Paper
Classifying financial markets up to isomorphism	2021-10-29	Paper
Anomalous Recurrence Properties of Markov Chains on Manifolds of Negative Curvature	2020-11-07	Paper
Curved Schemes for SDEs on Manifolds	2020-09-21	Paper
Optimal approximation of SDEs on submanifolds: the Itô‐vector and Itô‐jet projections	2019-08-14	Paper
Intrinsic stochastic differential equations as jets	2018-12-04	Paper
The Markowitz Category	2018-10-31	Paper
PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE LIQUIDITY	2018-10-10	Paper
Itô stochastic differential equations as 2-jets	2018-01-12	Paper
Small-Time Asymptotics under Local-Stochastic Volatility with a Jump-to-Default: Curvature and the Heat Kernel Expansion	2017-02-16	Paper
Stochastic PDE Projection on Manifolds: Assumed-Density and Galerkin Filters	2016-05-25	Paper
The Pontryagin Forms of Hessian Manifolds	2016-05-25	Paper
Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric	2016-04-26	Paper
Twistor lines on cubic surfaces	2015-11-18	Paper
The twistor discriminant locus of the Fermat cubic	2015-07-08	Paper
Twistor topology of the Fermat cubic	2014-08-26	Paper
Stochastic Filtering by Projection: The Example of the Quadratic Sensor	2014-04-16	Paper
Categorifying Coloring Numbers	2008-03-11	Paper
The Extension of Knot Groups to Tangles	2005-09-28	Paper
Local models and integrability of certain almost Kähler 4-manifolds	2002-12-01	Paper
Local rigidity of certain classes of almost Kähler 4-manifolds	2002-06-09	Paper
An ansatz for almost-Kähler, Einstein 4-manifolds	2002-02-05	Paper
Symplectic 4-manifolds with Hermitian Weyl tensor	2000-09-03	Paper
https://portal.mardi4nfdi.de/entity/Q4381761	1998-10-28	Paper

Research outcomes over time

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