We investigate network design under volatile conditions of link failures and traffic overload. Our model is a non-simultaneous 2-commodity problem. We characterize the feasible so...
Credit risk analysis for portfolios containing CDO tranches is a challenging task for risk managers. We propose here a basis function approach for CDO tranche valuation and portfo...
It is well known that a stable matching in a many-to-one matching market with couples need not exist. We introduce a new matching algorithm for such markets and show that for a ge...
Dynamic models of elastic structures are derived using approximations of linear three dimensional elasticity. A model for the three dimensional motion of a nonsymmetric structure ...
Surface representation and processing is one of the key topics in computer graphics and geometric modeling, since it greatly affects the range of possible applications. In this pa...