This paper aims at a discussion of the structure of the SLAM problem. The analysis is not strictly formal but based both on informal studies and mathematical derivation. The first ...
This contribution investigates the function of emotion in relation to norms, both in natural and artificial societies. We illustrate that unintentional behavior can be normative an...
Christian von Scheve, Daniel Moldt, Julia Fix, Rol...
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 ...
In this paper we investigate portfolio optimization in a Black-Scholes continuoustime setting under quantile based risk measures: value at risk, capital at risk and relative value...
The cryptosystem proposed by Koyama is not semantically secure. Also, it is not secure against partial known plaintext attack, linearly related plaintext attack and low exponent a...