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EOR
2010
99views more  EOR 2010»
13 years 3 months ago
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
Mustafa Ç. Pinar, Aslihan Salih, Ahmet Camc...
JMLR
2010
194views more  JMLR 2010»
13 years 3 months ago
Graphical Gaussian modelling of multivariate time series with latent variables
In time series analysis, inference about causeeffect relationships among multiple times series is commonly based on the concept of Granger causality, which exploits temporal struc...
Michael Eichler
JNS
2010
55views more  JNS 2010»
13 years 3 months ago
Initiation of Cracks in Griffith's Theory: An Argument of Continuity in Favor of Global Minimization
The initiation of a crack in a sound body is a real issue in the setting of Griffith's theory of brittle fracture. If one uses the concept of critical energy release rate (Gri...
Jean-Jacques Marigo
PUC
2010
104views more  PUC 2010»
13 years 3 months ago
Towards understanding how to design for social play in exertion games
Players invest significant physical effort when playing exertion games. In addition to improving physical health, exertion games are also believed to facilitate social play amongs...
Florian Mueller, Martin R. Gibbs, Frank Vetere
SIGPRO
2010
145views more  SIGPRO 2010»
13 years 3 months ago
Blind identification of MISO-FIR channels
In this paper, we address the problem of determining the order of MISO channels by means of a series of hypothesis tests based on scalar statistics. Using estimated 4th-order outp...
Carlos Estêvão R. Fernandes, Pierre C...