Measure theory

Results: 1372



#Item
381Finance / Equations / Probability theory / Risk-neutral measure / CUDA / Asian option / Black–Scholes / Heat equation / Binomial options pricing model / Financial economics / Mathematical finance / Options

GRAPHICAL ASIAN OPTIONS MARK S. JOSHI Abstract. We discuss the problem of pricing Asian options in Black–Scholes model using CUDA on a graphics processing unit. We survey some of the issues with GPU programming and dis

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Source URL: fbe.unimelb.edu.au

Language: English - Date: 2013-08-05 02:12:17
382Marketing / Behavioral finance / Utility / Prospect theory / Expected utility hypothesis / Statistical hypothesis testing / Dummy variable / Probability measure / Probability / Statistics / Consumer behaviour / Decision theory

Microsoft Word - Determinants_Probability_Weights_corrSally.doc

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Source URL: www.cer.ethz.ch

Language: English - Date: 2007-05-04 02:10:31
383Fourier analysis / Generalized functions / Calculus / Essential range / Dirac delta function / Mathematical analysis / Measure theory / Real analysis

Further Constructions of Almost Resilient Functions ∗ Pinhui Ke1,2† , Jie Zhang1 , Qiaoyan Wen1 1.School of Science,Beijing University of Posts and Telecommunications

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Source URL: eprint.iacr.org

Language: English - Date: 2005-12-21 08:18:19
384Probability and statistics / Mathematical analysis / Randomness / Entropy / Kullback–Leibler divergence / Measure theory / Mutual information / Differential entropy / Information theory / Statistics / Statistical theory

How to Fake Auxiliary Input Dimitar Jetchev and Krzysztof Pietrzak⋆ EPFL Switzerland and IST Austria Abstract. Consider a joint distribution (X, A) on a set X × {0, 1}ℓ . We show that for any family F of distinguish

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Source URL: eprint.iacr.org

Language: English - Date: 2013-12-26 04:47:12
385Choquet integral / Functional analysis / Stochastic dominance / Probability theory / Probability / Measure / PP / Expected value / 22348 Schmeidler / Decision theory / Mathematics / Applied mathematics

Mathematical Social Sciences–196 www.elsevier.nl / locate / econbase Cumulative dominance and probabilistic sophistication Rakesh Sarin a , Peter P. Wakker b , * a

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Source URL: people.few.eur.nl

Language: English - Date: 2015-03-11 05:15:46
386Functional analysis / Distribution / Support / Abstract simplicial complex / Mathematical analysis / Measure theory / Generalized functions

NNS lower bounds via metric expansion for l∞ and EM D Michael Kapralov1? and Rina Panigrahy2 1 2

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Source URL: people.csail.mit.edu

Language: English - Date: 2014-12-09 10:13:50
387Academic publishing / Bibliometrics / H-index / Combinatorics / Partition / Enrico Fermi / Durfee square / Combinatory logic / Enumerative combinatorics / Mathematics / Number theory / Academia

CRITIQUE OF HIRSCH’S CITATION INDEX: A COMBINATORIAL FERMI PROBLEM ALEXANDER YONG 1. I NTRODUCTION 1.1. Overview. In 2005, physicist J. E. Hirsch [Hi05] proposed the h-index to measure the

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Source URL: www.math.uiuc.edu

Language: English - Date: 2014-10-13 15:23:48
388Game theory / Behavior / Justice / Inequity aversion / Fairness measure / Psychology / Science / Ethology / Routing algorithms / Communication theory / Equity theory

TICS-1363; No. of Pages 3 Forum The developmental origins of fairness: the knowledge–behavior gap

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Source URL: software.rc.fas.harvard.edu

Language: English - Date: 2014-09-02 14:18:39
389Measure / Measure theory / Probability theory / Sigma-algebra / Holomorphic functional calculus / Mathematical analysis / Mathematics / Spectral theory

Gibbs measures and the Ising model Jordan Bell July 1, Let Λ be a finite subset of Z2 and let Λ0 = Z2 \ Λ. Let σ 0 ∈ {−1, +1}Λ , a

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Source URL: individual.utoronto.ca

Language: English - Date: 2014-07-01 23:52:28
390Information / Theoretical computer science / Randomness / Philosophy of thermal and statistical physics / Mutual information / Entropy / Kolmogorov complexity / Kullback–Leibler divergence / Principle of maximum entropy / Information theory / Statistics / Statistical theory

Computational Aesthetics in Graphics, Visualization, and ImagingD. W. Cunningham, G. Meyer, L. Neumann (Editors) Conceptualizing Birkhoff’s Aesthetic Measure Using Shannon Entropy and Kolmogorov Complexity Jaum

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Source URL: ima.udg.es

Language: English - Date: 2012-10-27 15:49:16
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