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In this paper we study a class of cooperative sequencing games that arise from one-machine sequencing situations in which chain precedence relations are imposed on the jobs. It is shown that these sequencing games are convex.
Persistent link: https://www.econbiz.de/10005572226
exhibit a negative (positive) relationship and positive (negative) convexity. Practical implications Due to the curvature …
Persistent link: https://www.econbiz.de/10014989871
When pricing the convexity effect in irregular interest rate derivatives such as, e.g., Libor-in-arrears or CMS, one … problem of convexity by replicating the irregular interest flow or option with liquidly traded options with different strikes …
Persistent link: https://www.econbiz.de/10011293935