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» Rendezvous under noisy measurements
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BMCBI
2010
125views more  BMCBI 2010»
13 years 5 months ago
In-silico prediction of blood-secretory human proteins using a ranking algorithm
Background: Computational identification of blood-secretory proteins, especially proteins with differentially expressed genes in diseased tissues, can provide highly useful inform...
Qi Liu, Juan Cui, Qiang Yang, Ying Xu
IOR
2006
91views more  IOR 2006»
13 years 5 months ago
Robust One-Period Option Hedging
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 ...
Frank Lutgens, Jos F. Sturm, Antoon Kolen