634 search results - page 10 / 127 » Consistent price systems under model uncertainty |
CIBB
2008
14 years 11 months ago
2008
Abstract. The analysis of large-scale regulatory models using data issued from genome-scale high-throughput experimental techniques is an actual challenge in the systems biology fi...
FS
2006
14 years 9 months ago
2006
Abstract. We consider a bank having several trading desks, each of which trades a different class of contingent claims with each desk using a different model. We assume that the mo...
FSKD
2010
Springer
14 years 7 months ago
2010
Springer
Uncertainty is the intrinsic property of spatial data and one of important factors affecting the course of spatial data mining. There are diversiform forms for the essentiality an...
DKE
2010
14 years 9 months ago
2010
We describe the Consistency Extractor System (ConsEx) that computes consistent answers to Datalog queries with negation posed to relational databases that may be inconsistent with...
FS
2006
14 years 9 months ago
2006
We prove a general version of the super-replication theorem, which applies to Kabanov's model of foreign exchange markets under proportional transaction costs. The market is ...