Convexity

Results: 143



#Item
111Hessian matrix / Mathematical optimization / XK / Diaeresis / BFGS method / Mathematical analysis / Mathematics / 7K

- (2003) NLP 1 - NONLINEAR OPTIMIZATION WITH CONVEX CONSTRAINTS The Goldstein-Levitin-Polyak algorithm We consider an algorithm for solving the optimization problem under convex constraints. Although the convexity of th

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Source URL: www.doc.ic.ac.uk

Language: English - Date: 2003-10-14 11:27:26
112Convex geometry / Convexity / Mathematical finance

Term Structure Dynamics in a Model with Stochastic Internal Habit By Qiang Dai∗ February 3, 2003 Abstract

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Source URL: www.clevelandfed.org

Language: English - Date: 2003-06-04 13:32:38
113Convex geometry / Polygons / Analytic geometry / Circle / Chord / Geodesic convexity / Geodesic / Convex set / Simple polygon / Geometry / Curves / Elementary geometry

March 25, 2005 8:15 WSPC/Guidelines chordsep SEPARATING POINT SETS IN POLYGONAL ENVIRONMENTS

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Source URL: john2.poly.edu

Language: English - Date: 2007-12-27 15:24:30
114Convexity / U.S. Securities and Exchange Commission / Futures contract / Government / Finance / Financial economics / Mathematical finance / Commodity Futures Trading Commission / Convex geometry

Microsoft Word - File Memo - Convexity Meeting - 12 May 2011

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Source URL: www.sec.gov

Language: English - Date: 2011-06-07 11:10:27
115Options / Investment / Volatility smile / Implied volatility / Black–Scholes / Volatility / Convexity / VIX / Volatility arbitrage / Mathematical finance / Financial economics / Finance

Discussion Jerry Hanweck The Melick and Thomas paper highlights the importance of the two main issues associated with the construction of probability density functions (PDFs) using options prices: the adjustment of risk-

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Source URL: publications.gc.ca

Language: English - Date: 2001-03-15 11:22:06
116Mathematical economics / Guggenheim Fellows / Economic methodology / Game theory / General equilibrium theory / Lionel W. McKenzie / Public economics / Non-convexity / Jacques Drèze / Economics / Fellows of the Econometric Society / Academia

John H. Boyd III Office Address Department of Economics Florida International University Miami, FL[removed]Phone: ([removed]

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Source URL: www.jboyd.net

Language: English - Date: 2011-03-25 20:40:28
117Environmental economics / Climate change policy / Stern Review / Economics of global warming / Adaptation to global warming / Nicholas Stern /  Baron Stern of Brentford / Global warming / Effects of global warming / Climate change mitigation / Climate change / Environment / Economics

Endogenous growth, convexity of damages and climate risk: how Nordhaus’ framework supports deep cuts in carbon emissions Simon Dietz and Nicholas Stern June 2014 Centre for Climate Change Economics and Policy

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Source URL: www.cccep.ac.uk

Language: English - Date: 2014-06-16 04:09:09
118Mathematics / Bayesian network / Flow network / Scale-free network / Network science / Small world routing / Graph theory / Networks / Network theory

On the Convexity of Latent Social Network Inference Jure Leskovec Department of Computer Science Stanford University [removed]

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Source URL: cs.stanford.edu

Language: English - Date: 2012-02-24 13:41:08
119Geometry / Convex hull / Convex set / Convex function / Convex analysis / Mathematical analysis / Mathematics

ITES2007 Sixth Italian-Spanish conference on General Topology and applications Bressanone, 26-29 June 2007 Transversal perturbations of convexity Pavel V. Semenov

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Source URL: www.math.unipd.it

Language: English - Date: 2007-03-31 03:20:58
120Mathematics / Convex optimization / Operations research / Transforms / Convex function / Quasiconvex function / Duality / Subderivative / Vector space / Mathematical optimization / Mathematical analysis / Convex analysis

Convex Programming for The New Palgrave Dictionary of Economics, 2nd ed. Lawrence E. Blume Headwords: CONVEXITY, DUALITY, L AGRANGE MULTIPLIERS, QUASI - CONCAVITY

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Source URL: tuvalu.santafe.edu

Language: English - Date: 2007-06-11 09:38:27
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