Results 101 to 110 of about 1,183 (204)

Good deals in markets with frictions [PDF]

open access: yes
This paper studies a portfolio choice problem such that the pricing rule may incorporate transaction costs and the risk measure is coherent and expectation bounded. We will prove the necessity of dealing with pricing rules such that there are essentially
Raquel Balbás   +2 more
core  

Minimizing measures of risk by saddle point conditions. [PDF]

open access: yes
The minimization of risk functions is becoming a very important topic due to its interesting applications in Mathematical Finance and Actuarial Mathematics. This paper addresses this issue in a general framework.
Balbás, Alejandro   +2 more
core  

Distortion Property and Radius of Convexity for α-Starlike Functions

open access: yes, 1997
본 논문은 Tepper가 발표한 Starlike 함수족에 관한 여러 가지 기하학적 성질들을 Miller, Mocanu, Reade가 소개한 α-Starlike 함수족들 S^(*)_(α), p-S^(*)_(α)(β) 과 p-S^(*)_(α)(β)으로 확장하는 것이 목적이다. 우리는 함수 f(z)=z+□b_(n)z^(n) 의 두 번째 계수 b_(2)를 0≤ b_(2)≤1으로 제한하여 위의 4종류의 함수족들에 대한 볼록성 반경 문제, d_(0)/ d^(*)
박미향
core  

Arbitrary source models and Bayesian codebooks in rate-distortion theory

open access: yes, 2002
—We characterize the best achievable performance of lossy compression algorithms operating on arbitrary random sources, and with respect to general distortion measures.
Ioannis Kontoyiannis, Junshan Zhang
core  

Distortion theorems for quasiconformal mappings

open access: yes
L'any 1994, Astala publicà el reconegut teorema de distorió de l'àrea per aplicacions quasiconformes, un resultat innovador que va permetre que n'apareguessin nombrosos més dins d'aquest camp de l'anàlisi durant la darrera dècada.
Prats Soler, Martí   +2 more
core  

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