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FS
2010
162views more  FS 2010»
13 years 8 months ago
Can the implied volatility surface move by parallel shifts?
This note explores the analogy between the dynamics of the interest rate term structure and the implied volatility surface of a stock. In particular, we prove an impossibility theo...
L. C. G. Rogers, Michael Tehranchi
JSYML
2010
74views more  JSYML 2010»
13 years 8 months ago
Baire reductions and good Borel reducibilities
Abstract. In [8] we have considered a wide class of “well-behaved” reducibilities for sets of reals. In this paper we continue with the study of Borel reducibilities by proving...
Luca Motto Ros
CSL
2007
Springer
14 years 4 months ago
From Proofs to Focused Proofs: A Modular Proof of Focalization in Linear Logic
Abstract. Probably the most significant result concerning cut-free sequent calculus proofs in linear logic is the completeness of focused proofs. This completeness theorem has a n...
Dale Miller, Alexis Saurin
COCO
2004
Springer
79views Algorithms» more  COCO 2004»
14 years 1 months ago
Small Spans in Scaled Dimension
Juedes and Lutz (1995) proved a small span theorem for polynomial-time many-one reductions in exponential time. This result says that for language A decidable in exponential time,...
John M. Hitchcock
ECCC
2006
134views more  ECCC 2006»
13 years 10 months ago
Derandomizing the AW matrix-valued Chernoff bound using pessimistic estimators and applications
Ahlswede and Winter [AW02] introduced a Chernoff bound for matrix-valued random variables, which is a non-trivial generalization of the usual Chernoff bound for real-valued random...
Avi Wigderson, David Xiao