How does intentionally inflicting damage to material objects mediate the human experience in the prehistoric eastern Mediterranean? For all of the diversity in cultural practice in the civilisations of the Greek mainland and Aegean islands, Crete, Cyprus and the eastern coast of Italy between 4000-750 BC, archaeologists consider the custom of ritually killing objects as a normative, if inconsistent practice. Yet as artefacts that are alike only in that they have been disarticulated, intentionally destroyed objects defy easy characterization. Such pieces frequently stand outside of clearly defined patterns. This volume is an initial step in addressing a gap in the scholarship by aiming to deconstruct and contextualize the practice of intentional fragmentation. The case studies in this volume present a diverse range of evidence, including pottery, lithics, metals, jewellery, figurines, buildings and human remains, in an exploration of the wide spectrum of meanings behind material destruction.
Introduction 1
I Rough volatility modeling 9
1 Impact of rough stochastic volatility models on long-term life insurance pricing 11
2 Portfolio insurance under rough volatility and Volterra processes 53
3 A subdiffusive stochastic volatility jump model 91
4 A fractional Hawkes process for illiquidity modeling 135
5 Optimal liquidation under indirect price impact with propagator 179
6 Deep learning for high-dimensional stochastic optimal control without explicit solution 219
Conclusion and extensions 257
References 261