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Results 1 - 10
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14,529
The Valuation of Options for Alternative Stochastic Processes
- Journal of Financial Economics
, 1976
"... This paper examines the structure of option valuation problems and develops a new technique for their solution. It also introduces several jump and diffusion processes which have nol been used in previous models. The technique is applied lo these processes to find explicit option valuation formulas, ..."
Abstract
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Cited by 679 (5 self)
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This paper examines the structure of option valuation problems and develops a new technique for their solution. It also introduces several jump and diffusion processes which have nol been used in previous models. The technique is applied lo these processes to find explicit option valuation formulas
The Application of Petri Nets to Workflow Management
, 1998
"... Workflow management promises a new solution to an age-old problem: controlling, monitoring, optimizing and supporting business processes. What is new about workflow management is the explicit representation of the business process logic which allows for computerized support. This paper discusses the ..."
Abstract
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Cited by 533 (64 self)
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Workflow management promises a new solution to an age-old problem: controlling, monitoring, optimizing and supporting business processes. What is new about workflow management is the explicit representation of the business process logic which allows for computerized support. This paper discusses
National debt in a neoclassical growth model.'
- American Economic Review,
"... This paper contains a model designed to serve two purposes, to examine long-run competitive equilibrium in a growth model and then to explore the effects on this equilibrium of government debt. Samuelson [8] has examined the determination of interest rates in a singlecommodity world without durable ..."
Abstract
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Cited by 698 (0 self)
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. After describing alternative long-run equilibria available to a centrally planned economy, the competitive solution is described. In this economy, which has an infinitely long life, it is seen that, despite the absence of all the usual sources of inefficiency, the competitive solution can be inefficient
An almost ideal demand system.
- American Economic Review,
, 1980
"... Ever since Richard Stone (1954) first estimated a system of demand equations derived explicitly from consumer theory, there has been a continuing search for alternative specifications and functional forms. Many models have been proposed, but perhaps the most important in current use, apart from the ..."
Abstract
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Cited by 636 (0 self)
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Ever since Richard Stone (1954) first estimated a system of demand equations derived explicitly from consumer theory, there has been a continuing search for alternative specifications and functional forms. Many models have been proposed, but perhaps the most important in current use, apart from
Laplacian eigenmaps and spectral techniques for embedding and clustering.
- Proceeding of Neural Information Processing Systems,
, 2001
"... Abstract Drawing on the correspondence between the graph Laplacian, the Laplace-Beltrami op erator on a manifold , and the connections to the heat equation , we propose a geometrically motivated algorithm for constructing a representation for data sampled from a low dimensional manifold embedded in ..."
Abstract
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Cited by 668 (7 self)
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of t he same object is the number of degrees of freedom of the camera -in fact the space has the natural structure of a manifold embedded in rn: n2 . While there is a large body of work on dimensionality reduction in general, most existing approaches do not explicitly take into account the structure
On estimating the expected return on the market -- an exploratory investigation
- JOURNAL OF FINANCIAL ECONOMICS
, 1980
"... The expected market return is a number frequently required for the solution of many investment and corporate tinance problems, but by comparison with other tinancial variables, there has been little research on estimating this expected return. Current practice for estimating the expected market retu ..."
Abstract
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Cited by 490 (3 self)
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The expected market return is a number frequently required for the solution of many investment and corporate tinance problems, but by comparison with other tinancial variables, there has been little research on estimating this expected return. Current practice for estimating the expected market
Small Byzantine Quorum Systems
- DISTRIBUTED COMPUTING
, 2001
"... In this paper we present two protocols for asynchronous Byzantine Quorum Systems (BQS) built on top of reliable channels---one for self-verifying data and the other for any data. Our protocols tolerate Byzantine failures with fewer servers than existing solutions by eliminating nonessential work in ..."
Abstract
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Cited by 468 (49 self)
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In this paper we present two protocols for asynchronous Byzantine Quorum Systems (BQS) built on top of reliable channels---one for self-verifying data and the other for any data. Our protocols tolerate Byzantine failures with fewer servers than existing solutions by eliminating nonessential work
A simple cooperative diversity method based on network path selection
- IEEE J. SELECT. AREAS COMMUN
, 2006
"... Cooperative diversity has been recently proposed as a way to form virtual antenna arrays that provide dramatic gains in slow fading wireless environments. However, most of the proposed solutions require distributed space–time coding algorithms, the careful design of which is left for future investi ..."
Abstract
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Cited by 452 (14 self)
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Cooperative diversity has been recently proposed as a way to form virtual antenna arrays that provide dramatic gains in slow fading wireless environments. However, most of the proposed solutions require distributed space–time coding algorithms, the careful design of which is left for future
A new maximally supersymmetric background of IIB superstring theory
, 2001
"... We present a maximally supersymmetric IIB string background. The geometry is that of a conformally flat lorentzian symmetric space G/K with solvable G, with a homogeneous fiveform flux. We give the explicit supergravity solution, compute the isometries, the 32 Killing spinors, and the symmetry supe ..."
Abstract
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Cited by 405 (27 self)
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We present a maximally supersymmetric IIB string background. The geometry is that of a conformally flat lorentzian symmetric space G/K with solvable G, with a homogeneous fiveform flux. We give the explicit supergravity solution, compute the isometries, the 32 Killing spinors, and the symmetry
Probing the Pareto frontier for basis pursuit solutions
, 2008
"... The basis pursuit problem seeks a minimum one-norm solution of an underdetermined least-squares problem. Basis pursuit denoise (BPDN) fits the least-squares problem only approximately, and a single parameter determines a curve that traces the optimal trade-off between the least-squares fit and the ..."
Abstract
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Cited by 365 (5 self)
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and the one-norm of the solution. We prove that this curve is convex and continuously differentiable over all points of interest, and show that it gives an explicit relationship to two other optimization problems closely related to BPDN. We describe a root-finding algorithm for finding arbitrary points
Results 1 - 10
of
14,529
