1

An Early Finding of Keratoconus

Year:
2018
Language:
english
File:
PDF, 541 KB
english, 2018
2

Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming

Year:
2008
Language:
english
File:
PDF, 448 KB
english, 2008
3

Robust scenario optimization based on downside-risk measure for multi-period portfolio selection

Year:
2007
Language:
english
File:
PDF, 203 KB
english, 2007
12

An exact algorithm for the capacitated vertex -center problem

Year:
2006
Language:
english
File:
PDF, 221 KB
english, 2006
15

On the S-procedure and Some Variants

Year:
2006
Language:
english
File:
PDF, 201 KB
english, 2006
21

Buyer's quantile hedge portfolios in discrete-time trading

Year:
2013
Language:
english
File:
PDF, 227 KB
english, 2013
22

The Best Gain-Loss Ratio is a Poor Performance Measure

Year:
2013
Language:
english
File:
PDF, 257 KB
english, 2013
24

Equilibrium in an ambiguity-averse mean–variance investors market

Year:
2014
Language:
english
File:
PDF, 479 KB
english, 2014
28

Non-linear pricing by convex duality

Year:
2015
Language:
english
File:
PDF, 526 KB
english, 2015
36

Trigeminal Schwannomas

Year:
2018
Language:
english
File:
PDF, 1.51 MB
english, 2018
37

Trigeminal Schwannomas

Year:
2018
Language:
english
File:
PDF, 3.90 MB
english, 2018
42

Worst-case large deviations upper bounds for i.i.d. sequencesunder ambiguity

Year:
2018
Language:
english
File:
PDF, 190 KB
english, 2018