Convex function

Results: 613



#Item
51Mathematical finance / Stochastic volatility / Volatility / BlackScholes model / Convexity / Futures contract / Autoregressive conditional heteroskedasticity / Stochastic process / Convex function / Convex set

General Properties of Option Prices Yaacov Z. Bergman1 , Bruce D. Grundy2 and Zvi Wiener3 Forthcoming: The Journal of Finance First Draft: February 1995 Current Draft: January

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Source URL: pluto.mscc.huji.ac.il

Language: English - Date: 2014-02-02 05:57:49
52Convex analysis / Logarithmically concave function / Convex function / Concave / Convex set / Probability distribution / Expected value / Logarithm

Survivor curve shape and internet revenue: A laboratory experiment. Christina Aperjis HP Labs, 1501 Page Mill Rd, Palo Alto, CACiril Bosch-Rosa

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Source URL: www.macroeconomics.tu-berlin.de

Language: English - Date: 2013-10-23 09:22:34
53Convex analysis / Bayesian statistics / Statistical theory / Mathematical economics / Estimation theory / KullbackLeibler divergence / Transportation theory / Normal distribution / Expected value / Conjugate prior / Mutual information / Convex function

1 Tractable Fully Bayesian Inference via Convex Optimization and Optimal Transport Theory Sanggyun Kim, Diego Mesa, Rui Ma, and Todd P. Coleman

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Source URL: arxiv.org

Language: English - Date: 2015-09-29 20:20:39
54Operator theory / Spectral theory / Harmonic analysis / Integral calculus / Integration by parts / Convex function / Spectral theory of ordinary differential equations / Beltrami equation

General Young’s inequality for real numbers 27 April 2006 Abstract This text contains the statement and proof of Young’s inequality for real numbers and a generalization of it. Its generalization has a nice graphical

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Source URL: canizo.org

Language: English - Date: 2015-01-23 17:44:04
55Multivariate statistics / Operations research / Mathematical optimization / Numerical linear algebra / Dimension reduction / Sparse PCA / Sparse approximation / Principal component analysis / Limit of a function / Convex optimization / Semidefinite programming / K-SVD

Mach Learn:3–39 DOIs10994A majorization-minimization approach to the sparse generalized eigenvalue problem Bharath K. Sriperumbudur · David A. Torres ·

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Source URL: eceweb.ucsd.edu

Language: English - Date: 2015-07-31 19:00:27
56Differential calculus / Mathematical analysis / Functions and mappings / Smooth functions / Convex analysis / Inflection point / Derivative test / Concave function / Second derivative / Critical point / Convex function / Derivative

CONCAVITY, INFLECTIONS, CUSPS, TANGENTS, AND ASYMPTOTES MATH 152, SECTION 55 (VIPUL NAIK) Corresponding material in the book: Section 4.6, 4.7. Difficulty level: Moderate to hard. If you have seen these topics in AP Calc

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Source URL: files.vipulnaik.com

Language: English - Date: 2016-08-13 11:33:29
57Linear algebra / Convex analysis / Mathematical optimization / Numerical linear algebra / Signal processing / Sparse approximation / Convex function / Norm / Vector space / Banach space / Preconditioner / Convex set

1030 IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 52, NO. 3, MARCH 2006 Just Relax: Convex Programming Methods for Identifying Sparse Signals in Noise

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Source URL: users.cms.caltech.edu

Language: English - Date: 2007-09-11 17:01:58
58Convex analysis / Mathematical optimization / Real analysis / Convex geometry / Convex optimization / Convex function / Quasiconvex function / Convex set / Logarithmically convex function / ShapleyFolkman lemma

PACORA: Performance Aware Convex Optimization for Resource Allocation Sarah L. Bird, University of California-Berkeley <> Burton J. Smith, Microsoft <> Abstract Resource alloc

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Source URL: www.usenix.org

Language: English - Date: 2011-04-22 17:11:28
59Polyhedron / Functions and mappings / Algebraic varieties / Euler characteristic / Integer points in convex polyhedra / Limit of a function / Lattice / Rational function / Series / Regular polyhedron

Lattice Points, Polyhedra, and Complexity Alexander Barvinok IAS/Park City Mathematics Series Volume , 2004

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Source URL: www.math.lsa.umich.edu

Language: English - Date: 2004-11-01 10:23:42
60Probability theory / Generalized functions / Convex analysis / Convergence / Convergence of random variables / Convex function / Stochastic ordering / Expected value / Uniform integrability / Distribution / Continuous game / Fourier transform

On Aggregation Sets and Lower-Convex Sets Tiantian Mao∗† and Ruodu Wang† November 24, 2014 Abstract It has been a challenge to characterize the set of all possible sums of random variables

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Source URL: sas.uwaterloo.ca

Language: English - Date: 2014-11-24 17:34:38
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