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SIAMCO
2000
111views more  SIAMCO 2000»
13 years 9 months ago
Superreplication Under Gamma Constraints
In a financial market consisting of a nonrisky asset and a risky one, we study the minimal initial capital needed in order to superreplicate a given contingent claim under a gamma ...
H. Mete Soner, Nizar Touzi
SIAMCOMP
2000
118views more  SIAMCOMP 2000»
13 years 9 months ago
On Bipartite Drawings and the Linear Arrangement Problem
The bipartite crossing number problem is studied, and a connection between this problem and the linear arrangement problem is established. It is shown that when the arboricity is ...
Farhad Shahrokhi, Ondrej Sýkora, Lás...
NA
2010
144views more  NA 2010»
13 years 8 months ago
A binary powering Schur algorithm for computing primary matrix roots
An algorithm for computing primary roots of a nonsingular matrix A is presented. In particular, it computes the principal root of a real matrix having no nonpositive real eigenvalu...
Federico Greco, Bruno Iannazzo
CPM
2000
Springer
141views Combinatorics» more  CPM 2000»
14 years 1 months ago
A Lower Bound for the Breakpoint Phylogeny Problem
Breakpoint phylogenies methods have been shown to be an effective way to extract phylogenetic information from gene order data. Currently, the only practical breakpoint phylogeny a...
David Bryant
MOC
1998
175views more  MOC 1998»
13 years 9 months ago
Convergence of a non-stiff boundary integral method for interfacial flows with surface tension
Boundary integral methods to simulate interfacial flows are very sensitive to numerical instabilities. In addition, surface tension introduces nonlinear terms with high order spat...
Héctor D. Ceniceros, Thomas Y. Hou