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» The Schema Theorem and Price's Theorem
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EOR
2010
99views more  EOR 2010»
14 years 6 months ago
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
Mustafa Ç. Pinar, Aslihan Salih, Ahmet Camc...
102
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CIE
2006
Springer
15 years 3 months ago
Understanding and Using Spector's Bar Recursive Interpretation of Classical Analysis
This note reexamines Spector's remarkable computational interpretation of full classical analysis. Spector's interpretation makes use of a rather abstruse recursion schem...
Paulo Oliva
GECCO
2003
Springer
108views Optimization» more  GECCO 2003»
15 years 4 months ago
Implicit Parallelism
This paper assumes a search space of fixed-length strings, where the size of the alphabet can vary from position to position. Structural crossover is mask-based crossover, and thu...
Alden H. Wright, Michael D. Vose, Jonathan E. Rowe
TON
2010
132views more  TON 2010»
14 years 10 months ago
The optimality of two prices: maximizing revenue in a stochastic communication system
—This paper considers the problem of pricing and transmission scheduling for an Access Point (AP) in a wireless network, where the AP provides service to a set of mobile users. T...
Longbo Huang, Michael J. Neely
CORR
2007
Springer
133views Education» more  CORR 2007»
14 years 11 months ago
The price of ignorance: The impact of side-information on delay for lossless source-coding
Inspired by the context of compressing encrypted sources, this paper considers the general tradeoff between rate, end-to-end delay, and probability of error for lossless source co...
Cheng Chang, Anant Sahai