The aim of edge modification problems is to change the edge set of a given graph as little as possible in order to satisfy a certain property. Edge modification problems in graphs...
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 ...
General deviation measures are introduced and studied systematically for their potential applications to risk management in areas like portfolio optimization and engineering. Such...
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zaba...
In this paper a three-parameter bifurcation analysis of a piecewise-affine map is carried out. Such a map derives from a well-known map which has good features from its circuit im...
A three-dimensional analogue of the classical direction problem is proposed and an asymptotically sharp bound for the number of directions determined by a nonplanar set in AG(3, p)...