In many real-life situations, we know the probability distribution of two random variables x1 and x2, but we have no information about the correlation between x1 and x2; what are ...
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 ...
In this paper we introduce and analyze two augmented mixed finite element methods for a velocity-pressure-stress formulation of the stationary Stokes equations. Our approach, which...
Leonardo E. Figueroa, Gabriel N. Gatica, Antonio M...
The classical probabilistic models attempt to capture the Ad hoc information retrieval problem within a rigorous probabilistic framework. It has long been recognized that the prim...
Cryptanalysis of ciphers usually involves massive computations. The security parameters of cryptographic algorithms are commonly chosen so that attacks are infeasible with availabl...