341 search results - page 33 / 69 » Maturity-independent risk measures |
SIAMCO
2011
13 years 3 months ago
2011
We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
ICANN
2003
Springer
14 years 2 months ago
2003
Springer
Pattern recognition problems span a broad range of applications, where each application has its own tolerance on classification error. The varying levels of risk associated with ma...
NSDI
2008
13 years 11 months ago
2008
In this paper, we discuss Bitfrost, the security model developed by the One Laptop Per Child project for its XO laptop computers. Bitfrost implements a number of security measures...
ANOR
2010
13 years 9 months ago
2010
Abstract In this paper we provide a survey of recent contributions to robust portfolio strategies from operations research and finance to the theory of portfolio selection. Our sur...
CORR
2008
Springer
13 years 9 months ago
2008
Springer
Abstract--In this paper, Bayesian hypothesis testing is investigated when the prior probabilities of the hypotheses, taken as a random vector, are quantized. Nearest neighbor and c...