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...
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...
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...
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...
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...