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FS
2006
82views more  FS 2006»
15 years 3 months ago
A super-replication theorem in Kabanov's model of transaction costs
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 ...
Luciano Campi, Walter Schachermayer
NGC
2006
Springer
140views Communications» more  NGC 2006»
15 years 3 months ago
Re-representation and Creative Analogy: A Lexico-semantic Perspective
Analogy is a powerful boundary-transcending process that exploits a conceptual system's ability to perform controlled generalization in one domain and re-specialization into ...
Tony Veale
110
Voted
SIAMAM
2008
96views more  SIAMAM 2008»
15 years 3 months ago
Hill's Equation with Random Forcing Terms
Motivated by a class of orbit problems in astrophysics, this paper considers solutions to Hill's equation with forcing strength parameters that vary from cycle to cycle. The ...
Fred C. Adams, Anthony M. Bloch
SIAMJO
2008
141views more  SIAMJO 2008»
15 years 3 months ago
Constraint Nondegeneracy, Strong Regularity, and Nonsingularity in Semidefinite Programming
It is known that the Karush-Kuhn-Tucker (KKT) conditions of semidefinite programming can be reformulated as a nonsmooth system via the metric projector over the cone of symmetric ...
Zi Xian Chan, Defeng Sun
103
Voted
CORR
1998
Springer
130views Education» more  CORR 1998»
15 years 3 months ago
A Flexible Shallow Approach to Text Generation
In order to support the efficient development of NL generation systems, two orthogonal •methods are currently pursued with emphasis: (i) reusable, general, and linguistically•...
Stephan Busemann, Helmut Horacek