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Geodesic Flows and Neumann Systems on Stiefel Varieties. Geometry and Integrability
Geodesic Flows Neumann Systems n Stiefel Varieties Geometry and Integrability
2010/11/10
We study integrable geodesic flows on Stiefel varieties $V_{n,r}=SO(n)/SO(n-r)$ given by the Euclidean, normal (standard), Manakov-type, and Einstein metrics. We also consider natural generalizations ...
Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles
uncertain cash flows Model ambiguity discounting ambiguity
2010/4/27
We study the risk assessment of uncertain cash flows in terms of dynamic convex risk measures for processes as introduced in Cheridito, Delbaen, and Kupper (2006). These risk measures take into accoun...