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 ...
Abstract. In small-world networks, each peer is connected to its closest neighbors in the network topology, as well as to additional long-range contact(s), also called shortcut(s)....
We introduce a method for providing lightweight daemons, called simplifiers, that attach themselves to program data. If a data item has a simplifier, the simplifier may be run aut...
Scale invariant feature detectors often find stable scales in only a few image pixels. Consequently, methods for feature matching typically choose one of two extreme options: mat...
An agent-based tool for micro-level simulation of transport chains (TAPAS) is described. It is more powerful than traditional approaches as it is able to capture the interactions ...
Paul Davidsson, Johan Holmgren, Jan A. Persson, Li...