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    AUTOMATICA
    2008
    66views more  AUTOMATICA 2008»
    Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming
    13 years 8 months ago
    Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming
    Download  www.ie.bilkent.edu.tr
    Mustafa Ç. Pinar
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    ENDM
    2010
    81views more  ENDM 2010»
    Mixed Integer NonLinear Programs featuring "On/Off" constraints: convex analysis and applications
    13 years 8 months ago
    Mixed Integer NonLinear Programs featuring "On/Off" constraints: convex analysis and applications
    Download  integer.tepper.cmu.edu
    We call "on/off" constraint an algebraic constraint that is activated if and only if
    Hassan Hijazi, Pierre Bonami, Gérard Cornu&...
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    ANOR
    2006
    68views more  ANOR 2006»
    Multistage stochastic convex programs: Duality and its implications
    13 years 8 months ago
    Multistage stochastic convex programs: Duality and its implications
    Download  www.sie.arizona.edu
    Julia L. Higle, Suvrajeet Sen
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    CORR
    2006
    Springer
    92views Education» more  CORR 2006»
    Highly robust error correction by convex programming
    13 years 8 months ago
    Highly robust error correction by convex programming
    Download  www-stat.stanford.edu
    This paper discusses a stylized communications problem where one wishes to transmit a real-valued signal x Rn (a block of n pieces of information) to a remote receiver. We ask wh...
    Emmanuel J. Candès, Paige A. Randall
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    JACM
    2008
    64views more  JACM 2008»
    Market equilibrium via a primal--dual algorithm for a convex program
    13 years 8 months ago
    Market equilibrium via a primal--dual algorithm for a convex program
    Download  www.cc.gatech.edu
    Nikhil R. Devanur, Christos H. Papadimitriou, Amin...
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