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IOR
2006
91views more  IOR 2006»
13 years 7 months ago
Robust One-Period Option Hedging
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
Frank Lutgens, Jos F. Sturm, Antoon Kolen
JNW
2008
71views more  JNW 2008»
13 years 7 months ago
Enhancement of Delivery of Warning Messages for Mobile Networks
Vehicle-to-vehicle (V2V) communication systems have been studied extensively in recent years by transportation experts worldwide. Such systems enable the transmission of warning me...
Chia-Sheng Tsai, Wun-Kai Du
JSAC
2008
125views more  JSAC 2008»
13 years 7 months ago
Optimal Competitive Algorithms for Opportunistic Spectrum Access
We consider opportunistic spectrum access (OSA) strategies for a transmitter in a multichannel wireless system, where a channel may or may not be available and the transmitter must...
Nicholas B. Chang, Mingyan Liu
DSS
2007
226views more  DSS 2007»
13 years 7 months ago
Dare to share: Protecting sensitive knowledge with data sanitization
chool of Business Research – FY 2007 Research Abstracts Dare to Share: Protecting Sensitive Knowledge with Data Sanitization Data sanitization is a process that is used to promot...
Ali Amiri
JNW
2006
126views more  JNW 2006»
13 years 7 months ago
Gateway Deployment optimization in Cellular Wi-Fi Mesh Networks
With the standardization of IEEE 802.11, there has been an explosive growth of wireless local area networks (WLAN). Recently, this cost effective technology is being developed aggr...
Rajesh Prasad, Hongyi Wu