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ISIPTA
2003
IEEE
14 years 2 months ago
Computing Lower Expectations with Kuznetsov's Independence Condition
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...
Fabio Gagliardi Cozman
ISIPTA
2003
IEEE
102views Mathematics» more  ISIPTA 2003»
14 years 2 months ago
A Sensitivity Analysis for the Pricing of European Call Options in a Binary Tree Model
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 ...
Huguette Reynaerts, Michèle Vanmaele
TAPIA
2003
ACM
14 years 2 months ago
A new infeasible interior-point algorithm for linear programming
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 ...
Miguel Argáez, Leticia Velázquez
FOSSACS
2003
Springer
14 years 2 months ago
Categories of Containers
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...
Michael Abbott, Thorsten Altenkirch, Neil Ghani
ISIPTA
1999
IEEE
115views Mathematics» more  ISIPTA 1999»
14 years 1 months ago
Imprecise Probabilities Relating to Prior Reliability Assessments
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 ...
Igor Kozine