Kuznetsov’s condition says that variables X and Y are independent when any product of bounded functions f(X) and g(Y) behaves in a certain way: the interval of expected values E...
The European call option prices have well-known formulae in the Cox-RossRubinstein model [2], depending on the volatility of the underlying asset. Nevertheless it is hard to give ...
In this paper we present an infeasible path-following interiorpoint algorithm for solving linear programs using a relaxed notion of the central path, called quasicentral path, as ...
We introduce the notion of containers as a mathematical formalisation of the idea that many important datatypes consist of templates where data is stored. We show that containers h...
The paper summarizes the author's experience in dealing with the Dempster-Shafer theory relating to reliability assessments and demonstrates how to make component and system ...