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...
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...
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 >...
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...
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...