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FS
2010
162views more  FS 2010»
13 years 6 months ago
Can the implied volatility surface move by parallel shifts?
This note explores the analogy between the dynamics of the interest rate term structure and the implied volatility surface of a stock. In particular, we prove an impossibility theo...
L. C. G. Rogers, Michael Tehranchi
JSYML
2010
74views more  JSYML 2010»
13 years 6 months ago
Baire reductions and good Borel reducibilities
Abstract. In [8] we have considered a wide class of “well-behaved” reducibilities for sets of reals. In this paper we continue with the study of Borel reducibilities by proving...
Luca Motto Ros
TIT
2010
112views Education» more  TIT 2010»
13 years 2 months ago
Exponential bounds implying construction of compressed sensing matrices, error-correcting codes, and neighborly polytopes by ran
In [12] the authors proved an asymptotic sampling theorem for sparse signals, showing that n random measurements permit to reconstruct an N-vector having k nonzeros provided n >...
David L. Donoho, Jared Tanner
CORR
2010
Springer
104views Education» more  CORR 2010»
13 years 7 months ago
A new proof of Nash's Theorem via exchangeable equilibria
We give a novel proof of the existence of Nash equilibria in all finite games without using fixed point theorems or path following arguments. Our approach relies on a new notion i...
Noah D. Stein, Pablo A. Parrilo, Asuman E. Ozdagla...
JSYML
2008
73views more  JSYML 2008»
13 years 7 months ago
Examining fragments of the quantified propositional calculus
When restricted to proving q i formulas, the quantified propositional proof system G i is closely related to the b i theorems of Buss's theory Si 2. Namely, G i has polynomial...
Steven Perron