
Caitlin M. Davis
University of WisconsinMadison, USA

Laura A. LeGare
University of Notre Dame, USA

Cory W. McCartan
Harvard University, Cambridge, USA

Luke G. Rogers
University of Connecticut, Storrs, USA
 DOI 10.4171/JFG/100
 JFG VOL. 8, NO. 2 PP. 117–152
 2018 project page
2021
Fair pricing and hedging under small perturbations of the numéraire on a finite probability space
William Busching, Delphine Hintz, Oleksii Mostovyi, Alexey Pozdnyakov
 Fair Pricing and Hedging Under Small Perturbations of the Numéraire on a Finite Probability Space
Involve (2022), Vol. 15(4), pp. 649668. [published version] [arXiv]
2021 Math REU Conference
Math REU groups from Amherst College, Tufts University, UConn, UMass and Yale University are getting together online on Thursday July 29th for a conference to share their summer research work. Check out the 2021 Math REU conference website
Geodesic Interpolation on the Sierpinski Gasket
Group Members
Cory McCartan, Laura LeGare, Caitlin Davis.
Supervisors
Overview
Geodesics (shortest paths) on manifolds such as planes and spheres are well understood. Geodesics on fractal sets such as the Sierpinski Triangle are much more complicated. We begin by constructing algorithms for building shortest paths and provide explicit formulas for computing their lengths. We then turn to the question of interpolation along geodesics—given two subsets of the Sierpinski Triangle, we “slide” points in one set along geodesics to the other set. We construct a measure along the interpolated sets which formalizes a notion of the interpolation of a distribution of mass, and we prove interesting selfsimilarity relations about this measure.
Publication: J. Fractal Geom. 8 (2021), 117152 doi.org/10.4171/JFG/100 arXiv:1912.06698
Presentation
Poster