Hedging Greeks for a portfolio of options using linear and quadratic programming
The aim of this paper is to develop a hedging methodology for making a portfolio of options delta, vega and gamma neutral by taking positions in other available options, and simultaneously minimizing the net premium to be paid for the hedging.
Sinha, Pankaj, Johar, Archit
core
The convex quadratic programming problem
The purpose of this paper is to investigate the convex quadratic programming problem and its applications. The emphasis is on methods for solving the convex quadratic programming problem.
Williams, James R.
core
Optimization of Pulsed Saturation Transfer MR Fingerprinting (ST MRF) Acquisition Using the Cramér-Rao Bound and Sequential Quadratic Programming. [PDF]
Vladimirov N, Zaiss M, Perlman O.
europepmc +1 more source
A lightweight monocular perception framework generates high‐fidelity depth maps and integrates YOLOv8 detection to estimate object‐wise distances from a single RGB image. Evaluated on KITTI and the proposed D‐Far250 dataset, the system demonstrates accurate long‐range perception up to 250 m while maintaining real‐time performance, enabling scalable ...
Faseeh Muhammad +5 more
wiley +1 more source
CSAKD: Determining Absolute Ligand Affinities From 19F NMR Chemical Shift Anisotropy
Affinity determination is crucial in drug discovery, yet remains difficult for weakly binding fragments. We introduce chemical shift anisotropy KD$K_{\text{D}}$ (CSAKD) by 19F$^{19}{\rm F}$ NMR relaxation experiments, a titration‐free method that requires no isotopic labeling.
Simon H. Rüdisser +2 more
wiley +2 more sources
Research on the local path planning of an orchard mower based on safe corridor and quadratic programming. [PDF]
Li J +7 more
europepmc +1 more source
Constrained optimization as ecological dynamics with applications to random quadratic programming in high dimensions. [PDF]
Mehta P, Cui W, Wang CH, Marsland R.
europepmc +1 more source
Dielectric Elastomer Actuators as Safe and Effective Tools for Mechanostimulation of Human Cells
Replicating physiological forces is crucial for realistic cell models. Dielectric elastomer actuators (DEAs) offer a soft alternative, though their high voltages raised toxicity concerns. We demonstrate that DEA stimulation causes no cell damage, cell death or cell‐cycle disruption, while activating mechanosensitive responses.
Simon Holzer +6 more
wiley +1 more source
A MATHEMATICAL PROGRAMMING MODEL FOR VEGETABLE ROTATIONS
Rotations have historically been used to alleviate pest problems in crop production. This paper considers methods of modeling rotations in linear programming models for Southeastern vegetable production.
Smittle, Doyle A. +3 more
core
Computing the alpha complex using dual active set quadratic programming. [PDF]
Carlsson E, Carlsson J.
europepmc +1 more source

