Díaz, Josep

Extended Abstracts Summer 2015

Díaz, Josep - Extended Abstracts Summer 2015, ebook


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ISBN: 9783319517537
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Table of contents

Part I. Strategic Behavior in Combinatorial Structures

1. On the Push&Pull Protocol for Rumour Spreading
Hüseyin Acan, Andrea Collevecchio, Abbas Mehrabian, Nick Wormald

2. Random Walks That Find Perfect Objects and the Lovász Local Lemma
Dimitris Achlioptas, Fotis Iliopoulos

3. Logit Dynamics with Concurrent Updates for Local Interaction Games
Vincenzo Auletta, Diodato Ferraioli, Francesco Pasquale, Paolo Penna, Giuseppe Persiano

4. The Set Chromatic Number of Random Graphs
Andrzej Dudek, Dieter Mitsche, Paweł Prałat

5. Carpooling in Social Networks
Amos Fiat, Anna R. Karlin, Elias Koutsoupias, Claire Mathieu, Rotem Zach

6. Who to Trust for Truthful Facility Location?
Dimitris Fotakis, Christos Tzamos, Emmanouil Zampetakis

7. Metric and Spectral Properties of Dense Inhomogeneous Random Graphs
Nicolas Fraiman, Dieter Mitsche

8. On-Line List Colouring of Random Graphs
Alan Frieze, Dieter Mitsche, Xavier Pérez-Giménez, Paweł Prałat

9. Approximation Algorithms for Computing Maximin Share Allocations
Georgios Amanatidis, Evangelos Markakis, Afshin Nikzad, Amin Saberi

10. An Alternate Proof of the Algorithmic Lovász Local Lemma
Ioannis Giotis, Lefteris Kirousis, Kostas I. Psaromiligkos, Dimitrios M. Thilikos

11. Learning Game-Theoretic Equilibria Via Query Protocols
Paul W. Goldberg

12. The Lower Tail: Poisson Approximation Revisited
Svante Janson, Lutz Warnke

13. Population Protocols for Majority in Arbitrary Networks
George B. Mertzios, Sotiris E. Nikoletseas, Christoforos L. Raptopoulos, Paul G. Spirakis

14. The Asymptotic Value in Finite Stochastic Games
Miquel Oliu-Barton

15. Almost All 5-Regular Graphs Have a 3-Flow
Paweł Prałat, Nick Wormald

Part II. Quantitative Finance

16. On the Short-Time Behaviour of the Implied Volatility Skew for Spread Options and Applications
Elisa Alòs, Jorge A. León

17. An Alternative to CARMA Models via Iterations of Ornstein–Uhlenbeck Processes
Argimiro Arratia, Alejandra Cabaña, Enrique M. Cabaña

18. Euler–Poisson Schemes for Lévy Processes
Albert Ferreiro-Castilla

19. On Time-Consistent Portfolios with Time-Inconsistent Preferences
Jesús Marín-Solano

20. A Generic Decomposition Formula for Pricing Vanilla Options Under Stochastic Volatility Models
Raúl Merino, Josep Vives

21. A Highly Efficient Pricing Method for European-Style Options Based on Shannon Wavelets
Luis Ortiz-Gracia, Cornelis W. Oosterlee

22. A New Pricing Measure in the Barndorff-Nielsen–Shephard Model for Commodity Markets
Salvador Ortiz-Latorre

Keywords: Mathematics, Combinatorics, Ordinary Differential Equations, Dynamical Systems and Ergodic Theory, Convex and Discrete Geometry, Probability Theory and Stochastic Processes, Actuarial Sciences

Publication year
Trends in Mathematics
Natural Sciences
Printed ISBN

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