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EOR
2010
99views more  EOR 2010»
15 years 3 hour 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...
SIAMSC
2010
170views more  SIAMSC 2010»
14 years 12 months ago
Adaptive ADER Methods Using Kernel-Based Polyharmonic Spline WENO Reconstruction
An adaptive ADER finite volume method on unstructured meshes is proposed. The method combines high order polyharmonic spline WENO reconstruction with high order flux evaluation. Po...
Terhemen Aboiyar, Emmanuil H. Georgoulis, Armin Is...
VCBM
2010
14 years 11 months ago
A General Approach to Model Biomedical Data from 3D Unorganised Point Clouds with Medial Scaffolds
We present the latest developments in modeling 3D biomedical data via the Medial Scaffold (MS), a 3D acyclic oriented graph representation of the Medial Axis (MA) [LK07, SP08]. Th...
Frederic F. Leymarie, Ming-Ching Chang, Celina Imi...
IEPOL
2010
110views more  IEPOL 2010»
15 years 2 months ago
Competition against peer-to-peer networks
In this paper, we consider the competition of providers of information products against P2P networks that offer illegal versions of the information products. Depending on the gene...
P. Jean-Jacques Herings, Ronald Peeters, Michael S...
SIAMADS
2010
105views more  SIAMADS 2010»
14 years 12 months ago
Nonlinear Patterns in Urban Crime: Hotspots, Bifurcations, and Suppression
We present a weakly nonlinear analysis of our recently developed model for the formation of crime patterns. Using a perturbative approach, we find amplitude equations that govern t...
Martin B. Short, Andrea L. Bertozzi, P. J. Brantin...