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polytope is the set of all sharing vectors (elements from the unit simplex) such that each node gets at least as much as each …
Persistent link: https://www.econbiz.de/10005136905
We study thep olytopes of binary n-strings that encode (positive) integers that are not divisible by a particular positive integer p - the indivisibility polytopes, as well as the more general "clipped cubes". Also, we discuss a potential application to factoring. Finally, we present some...
Persistent link: https://www.econbiz.de/10005043070
Demands for care are met not only by professional care services but as well by family members and friends, especially by partners and children. These personal resources are not equally available to everyone. Moreover, there may be differences in preferences when choosing between alternative care...
Persistent link: https://www.econbiz.de/10008587765
Un jeu est élémentaire s'il admet un équilibre corrélé strict à support plein. Un jeu est plein si le polytope de …
Persistent link: https://www.econbiz.de/10008793475
condition than convexity of the game. For an arbitrary set system we show that there exists a unique minimal building set …
Persistent link: https://www.econbiz.de/10011092044
extreme points of two closely related polytopes that are assigned to a digraph. The first polytope is the set of all sharing …
Persistent link: https://www.econbiz.de/10011256717
Which pricing kernel restrictions are needed to make low dimensional Markov models consistent with given sets of predictions on aggregate stock-market fluctuations? This paper develops theoretical test conditions addressing this and related reverse engineering issues arising within a fairly...
Persistent link: https://www.econbiz.de/10010293722
equivalent to the initial unconstrained estimate if the regression function is in fact convex. If convexity is not present the …
Persistent link: https://www.econbiz.de/10010296683
In this paper we are concerned with shape restricted estimation in inverse regression problems with convolution-type operator. We use increasing rearrangements to compute increasingand convex estimates from an (in principle arbitrary) unconstrained estimate of the unknown regression function. An...
Persistent link: https://www.econbiz.de/10010298216
We collect simple and pragmatic exact formulae for the convexity adjustment of irregular interest rate cash flows as … derive an additional new convexity adjustment for the volatility to be used in a standard Black & Scholes model. We study the …
Persistent link: https://www.econbiz.de/10010298886