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JSC
2002
68views more  JSC 2002»
13 years 10 months ago
Orbit-stabilizer Problems and Computing Normalizers for Polycyclic Groups
, Allen C.) see Innovations in teaching abstract algebra, 2003b:00019 Littlewood, D. E. The skeleton key of mathematics. (English summary) 2003j:01046 Magnin, Louis Quelques questi...
Bettina Eick
FS
2010
162views more  FS 2010»
13 years 8 months ago
Can the implied volatility surface move by parallel shifts?
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...
L. C. G. Rogers, Michael Tehranchi
DMTCS
2010
145views Mathematics» more  DMTCS 2010»
13 years 7 months ago
Asymptotic enumeration of orientations
We find the asymptotic number of 2-orientations of quadrangulations with n inner faces, and of 3orientations of triangulations with n inner vertices. We also find the asymptotic n...
Stefan Felsner, Éric Fusy, Marc Noy
PPAM
2007
Springer
14 years 4 months ago
Implementing Commodity Flow in an Agent-Based Model E-Commerce System
Abstract. In our work we are developing a complete agent-based ecommerce system. Thus far we have been focusing on interactions between clients and shops (C2B relationships). In th...
Maria Ganzha, Maciej Gawinecki, Pawel Kobzdej, Mar...
ANOR
2010
89views more  ANOR 2010»
13 years 10 months ago
Convex approximations for a class of mixed-integer recourse models
We consider mixed-integer recourse (MIR) models with a single recourse constraint. We relate the second-stage value function of such problems to the expected simple integer recour...
Maarten H. van der Vlerk