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This paper deals with the sizing of telecommunications networks offering private line service to a few clients. The clients ask for some transfer capacity between some pair of nodes, but their demand is uncertain. In case of high demand and insufficient capacity, some clients may be denied the...
Persistent link: https://www.econbiz.de/10005478996
Cet article tests la validite du Capital Asset Pricing Model pour le marche des actions suisses sur une periode allant de 1973 a 1991.
Persistent link: https://www.econbiz.de/10005478997
This paper investigates, theoretically and empirically, the dynamic of the implied volatility (ISD) around earnings announcements dates. The volatility implied in option prices can be interpreted as the market's expected level of volatility over the remaining life of the option. In this...
Persistent link: https://www.econbiz.de/10005478998
This paper presents linear algebra techniques used in the implementation of an interior point method for solving linear programs and convex quadratic programs with linear constraint. The new regularization techniques for Newton equation system applicable to both symmetric positive definite and...
Persistent link: https://www.econbiz.de/10005478999
The aim of this paper is to propose a method for coupling national energy models, to identify the dividends of international cooperation in atmospheric pollution abatement and efficient energy use. It indicates also how to solve the resulting large-scale multinational model. It stimulates...
Persistent link: https://www.econbiz.de/10005479000
In this paper we give an overview of the mostimportant characteristics of advanced implementations of interior point methods.
Persistent link: https://www.econbiz.de/10005479001
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This paper uses a three-factor (capital, low and high-skill labour), two-household (low and high-skill individuals), two-sector trade model to analyse the determinants of voter attitudes towards immigration under direct democracy and identify factors that would be coherent with both the observed...
Persistent link: https://www.econbiz.de/10005486622
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