Abstract A time-dependent double-barrier option is a derivative security that delivers the terminal value φ(ST ) at expiry T if neither of the continuous time-dependent barriers b...
In a recent paper we have presented a method to evaluate certain Hankel determinants as almost products; i.e. as a sum of a small number of products. The technique to find the ex...
Abstract. In this paper we discuss the computational power of Lipschitz dynamical systems which are robust to infinitesimal perturbations. Whereas the study in [1] was done only f...
In the traveling repairman problem with profits, a repairman (also known as the server) visits a subset of nodes in order to collect time-dependent profits. The objective consists...
Software construction has typically drawn on engineering metaphors like building bridges or cathedrals, which emphasize architecture, specification, central planning, and determin...
David F. Bacon, Eric Bokelberg, Yiling Chen, Ian A...