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2002
Springer
13 years 9 months ago
Copulae as a new tool in financial modelling
The paper presents an overview of financial applications of copulas. Copulas permit to represent joint distribution functions by splitting the marginal behavior, embedded in the ma...
Elisa Luciano, Marina Marena
SIAMDM
1998
89views more  SIAMDM 1998»
13 years 9 months ago
String Noninclusion Optimization Problems
For every string inclusion relation there are two optimization problems: find a longest string included in every string of a given finite language, and find a shortest string in...
Anatoly R. Rubinov, Vadim G. Timkovsky
TIT
1998
112views more  TIT 1998»
13 years 9 months ago
Application of Network Calculus to Guaranteed Service Networks
—We use recent network calculus results to study some properties of lossless multiplexing as it may be used in guaranteed service networks. We call network calculus a set of resu...
Jean-Yves Le Boudec
SIAMCOMP
2010
100views more  SIAMCOMP 2010»
13 years 8 months ago
Algorithmic Enumeration of Ideal Classes for Quaternion Orders
We provide algorithms to count and enumerate representatives of the (right) ideal classes of an Eichler order in a quaternion algebra defined over a number field. We analyze the ...
Markus Kirschmer, John Voight
TALG
2010
86views more  TALG 2010»
13 years 8 months ago
Approximating corridors and tours via restriction and relaxation techniques
Given a rectangular boundary partitioned into rectangles, the Minimum-Length Corridor (MLC-R) problem consists of finding a corridor of least total length. A corridor is a set of ...
Arturo Gonzalez-Gutierrez, Teofilo F. Gonzalez