Risk-Management Methods for the Libor Market Model Using Semidefinite Programming
Alexandre d'Aspremont · Journal of Computational Finance 8(4), pp. 77-99, Summer 2005 · 2005
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Computer Science Applications
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14 papersQuestions on this topic
Static versus Dynamic Arbitrage Bounds on Multivariate Option Prices
Alexandre d'Aspremont · 2004
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Modular technology of developing of the extensions of a CAD system. The axonometric piping diagrams. Common and special operations
Ilsur T. Safin, Vladimir V. Migunov, Rustem R. Kafiatullov · 2004
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Business Process Measures
Valdis Vitolins · Vitolins Valdis, Business Process Measures. Computer Science and Information Technologies, Databases and Information Systems Doctoral Consortium, Scientific Papers University of Latvia Vol. 673, University of Latvia, 2004, pp. 186.-197 · 2004
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Novel Runtime Systems Support for Adaptive Compositional Modeling on the Grid
Srinidhi Varadarajan, Naren Ramakrishnan · 2003
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Boundary knot method for Laplace and biharmonic problems
W. Chen · 2003
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A Lyapunov Formulation for Efficient Solution of the Poisson and Convection-Diffusion Equations by the Differential Quadrature Method
W. Chen, Tingxiu Zhong · J. of Computational Physics, 139, 1-7, 1998 · 2002
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Positive time fractional derivative
W Chen · 2002
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Agent trade servers in financial exchange systems
David Lyback, Magnus Boman · 2002
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The Enhanced Double Digest Problem for DNA Physical Mapping
Ming-Yang Kao, Jared Samet, Wing-Kin Sung · 2001
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Predicting RNA Secondary Structures with Arbitrary Pseudoknots by Maximizing the Number of Stacking Pairs
Samuel Ieong, Ming-Yang Kao, Tak-Wah Lam et al. · 2001
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Analysis of Investment Policy in Belarus
Fedor S. Kilin · 2001
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Combinatorial Toolbox for Protein Sequence Design and Landscape Analysis in the Grand Canonical Model
James Aspnes, Julia Hartling, Ming-Yang Kao et al. · 2001
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Towards Understanding the Predictability of Stock Markets from the Perspective of Computational Complexity
James Aspnes, David F. Fischer, Michael J. Fischer et al. · 2000
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