Extended Abstracts Summer 2015 Strategic Behavior in Combinatorial Structures; Quantitative Finance /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Díaz, Josep (Επιμελητής έκδοσης), Kirousis, Lefteris (Επιμελητής έκδοσης), Ortiz-Gracia, Luis (Επιμελητής έκδοσης), Serna, Maria (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Birkhäuser, 2017.
• Σειρά: Trends in Mathematics, 6
• Θέματα: Mathematics.; Dynamics.; Ergodic theory.; Differential equations.; Actuarial science.; Convex geometry.; Discrete geometry.; Probabilities.; Combinatorics.; Ordinary Differential Equations.; Dynamical Systems and Ergodic Theory.; Convex and Discrete Geometry.; Probability Theory and Stochastic Processes.; Actuarial Sciences.

This book is divided into two parts, the first of which seeks to connect the phase transitions of various disciplines, including game theory, and to explore the synergies between statistical physics and combinatorics. Phase Transitions has been an active multidisciplinary field of research, bringing...

Πίνακας περιεχομένων:

• Part-I
• Foreword
• On the Push & Pull Protocol for Rumour Spreading
• Random Walks that Find Perfect Objects and the Lovasz Local Lemma
• Logit Dynamics with Concurrent Updates for Local Interaction Games
• Logit Dynamics with Concurrent Updates for Local Interaction Games
• Carpooling in Social Networks
• Who to Trust for Truthful Facility Location?
• Metric and Spectral Properties of Dense Inhomogeneous Random Graphs
• On-Line List Colouring of Random Graphs
• Approximation Algorithms for Computing Maximin Share Allocations
• An Alternate Proof of the Algorithmic Lovász Local Lemma
• Learning Game-Theoretic Equilibria via Query Protocols
• The Lower Tail: Poisson Approximation Revisited
• Population Protocols for Majority in Arbitrary Networks
• The Asymptotic Value in Finite Stochastic Games
• Almost All 5-Regular Graphs Have a 3-Flow
• Part-II
• Foreword
• On the Short-Time Behaviour of the Implied Volatility Skew for Spread Options and Applications
• An Alternative to CARMA Models via Iterations of Ornstein-Uhlenbeck Processes
• Euler-Poisson Schemes for Levy Processes
• On Time-Consistent Portfolios with Time-Inconsistent Preferences
• A Generic Decomposition Formula for Pricing Vanilla Options under Stochastic Volatility Models
• A Highly Efficient Pricing Method for European-Style Options Based on Shannon Wavelets
• A New Pricing Measure in the Barndor-Nielsen-Shephard Model for Commodity Markets.