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.
Beer, Topologies on closed and closed convex sets , Mathematics and its Applications, 268
3 Pith papers cite this work. Polarity classification is still indexing.
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Regularity of closed convex set pairs in Hilbert space is equivalent to variational stability of alternating projections, without boundedness assumptions on best approximation sets.
Proves rectifiability of finite Radon measures via square function estimate plus weak flatness, and derives the flatness condition from NTA curve containment.
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Characterization of regularity via variational stability of alternating projections sequences
Regularity of closed convex set pairs in Hilbert space is equivalent to variational stability of alternating projections, without boundedness assumptions on best approximation sets.