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CORR
2007
Springer
117views Education» more  CORR 2007»
13 years 10 months ago
A Note on Pricing Options on Defaultable Stocks
In this note, we show that simple models that explicitly accounts for the market participants’ fear that the stock prices will plunge, is capable of explaining the implied volat...
Erhan Bayraktar
CORR
2007
Springer
101views Education» more  CORR 2007»
13 years 10 months ago
Unfolding Orthogonal Terrains
It is shown that every orthogonal terrain, i.e., an orthogonal (rightangled) polyhedron based on a rectangle that meets every vertical line in a segment, has a grid unfolding: its...
Joseph O'Rourke
CORR
2007
Springer
127views Education» more  CORR 2007»
13 years 10 months ago
Learning Phonotactics Using ILP
This paper describes experiments on learning Dutch phonotactic rules using Inductive Logic Programming, a machine learning approach based on the notion of inverting resolution. Di...
Stasinos Konstantopoulos
CORR
2007
Springer
88views Education» more  CORR 2007»
13 years 10 months ago
The Parallel-Sequential Duality : Matrices and Graphs
Abstract. Usually, mathematical objects have highly parallel interpretations. In this paper, we consider them as sequential constructors of other objects. In particular, we prove t...
Serge Burckel
CORR
2007
Springer
85views Education» more  CORR 2007»
13 years 10 months ago
Minimization of entropy functionals
Entropy (i.e. convex integral) functionals and extensions of these functionals are minimized on convex sets. This paper is aimed at reducing as much as possible the assumptions on ...
Christian Léonard