We propose exact algorithms for the two-dimensional strip packing problem (2SP) with and without 90 rotations. We first focus on the perfect packing problem (PP), which is a special case of 2SP, wherein all given rectangles are required to be packed without wasted space, and design...

This paper derives, in closed forms, upper and lower bounds on risk-neutral cumulative distribution functions of the underlying asset price from the observed prices of European call options, based only on the no-arbitrage assumption. The computed bounds from the option price data show that the...