John Armstrong

From MaRDI portal
Person:276013

Available identifiers

zbMath Open armstrong.johnMaRDI QIDQ276013

List of research outcomes





PublicationDate of PublicationType
The importance of dynamic risk constraints for limited liability operators2024-06-04Paper
Projections of SDEs onto submanifolds2024-01-16Paper
Optimal projection filters with information geometry2024-01-16Paper
Option pricing models without probability: a rough paths approach2023-09-28Paper
Non‐geometric rough paths on manifolds2023-08-22Paper
Stochastic modeling of assets and liabilities with mortality risk2021-12-08Paper
Classifying financial markets up to isomorphism2021-10-29Paper
Anomalous Recurrence Properties of Markov Chains on Manifolds of Negative Curvature2020-11-07Paper
Curved Schemes for SDEs on Manifolds2020-09-21Paper
Optimal approximation of SDEs on submanifolds: the Itô‐vector and Itô‐jet projections2019-08-14Paper
Intrinsic stochastic differential equations as jets2018-12-04Paper
The Markowitz Category2018-10-31Paper
PRICING INDEX OPTIONS BY STATIC HEDGING UNDER FINITE LIQUIDITY2018-10-10Paper
Itô stochastic differential equations as 2-jets2018-01-12Paper
Small-Time Asymptotics under Local-Stochastic Volatility with a Jump-to-Default: Curvature and the Heat Kernel Expansion2017-02-16Paper
Stochastic PDE Projection on Manifolds: Assumed-Density and Galerkin Filters2016-05-25Paper
The Pontryagin Forms of Hessian Manifolds2016-05-25Paper
Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric2016-04-26Paper
Twistor lines on cubic surfaces2015-11-18Paper
The twistor discriminant locus of the Fermat cubic2015-07-08Paper
Twistor topology of the Fermat cubic2014-08-26Paper
Stochastic Filtering by Projection: The Example of the Quadratic Sensor2014-04-16Paper
Categorifying Coloring Numbers2008-03-11Paper
The Extension of Knot Groups to Tangles2005-09-28Paper
Local models and integrability of certain almost Kähler 4-manifolds2002-12-01Paper
Local rigidity of certain classes of almost Kähler 4-manifolds2002-06-09Paper
An ansatz for almost-Kähler, Einstein 4-manifolds2002-02-05Paper
Symplectic 4-manifolds with Hermitian Weyl tensor2000-09-03Paper
https://portal.mardi4nfdi.de/entity/Q43817611998-10-28Paper

Research outcomes over time

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