Introduces the fast-excursion Heston model as a non-degenerate limit of the classical Heston model, yielding interval-valued processes via selections of random closed sets that raise barrier hitting probabilities by order 10% for short-term FX options.
Springer, London (2 013)
2 Pith papers cite this work. Polarity classification is still indexing.
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Presents directed first-order logic with asymmetric equality as relative left adjoint, polarity system for variances, and sound-complete semantics via directed doctrines; classical fragment complete in preorders.
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Doctrinal Semantics of Directed First-Order Logic
Presents directed first-order logic with asymmetric equality as relative left adjoint, polarity system for variances, and sound-complete semantics via directed doctrines; classical fragment complete in preorders.