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DAM
2006
88views more  DAM 2006»
15 years 6 months ago
NP-completeness results for edge modification problems
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...
Pablo Burzyn, Flavia Bonomo, Guillermo Durá...
FS
2006
82views more  FS 2006»
15 years 6 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
148
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FS
2006
66views more  FS 2006»
15 years 6 months ago
Generalized deviations in risk analysis
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...
IJBC
2006
49views more  IJBC 2006»
15 years 6 months ago
Bifurcation Analysis of a Circuit-Related Generalization of the Shipmap
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...
Federico Bizzarri, Marco Storace, Laura Gardini
141
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JCT
2008
67views more  JCT 2008»
15 years 6 months ago
On the number of directions determined by a pair of functions over a prime field
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)...
Simeon Ball, András Gács, Pét...